+237.8%
SCHD vs CSGP
+41.1%
+196.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -1.1% | -5.1% | +4.0% | 0.0% |
| 30D | +1.5% | +0.3% | +1.2% | +1.2% |
| 3M | +7.4% | -9.1% | +16.5% | +9.1% |
| 6M | +12.4% | -37.3% | +49.6% | +24.1% |
| YTD | +27.5% | -54.9% | +82.4% | +51.3% |
| 1Y | +30.0% | -65.5% | +95.6% | +64.9% |
| 3Y | +56.5% | -63.3% | +119.8% | +91.3% |
| 5Y | +60.7% | -65.8% | +126.5% | +95.8% |
| 10Y | +237.8% | +40.1% | +197.6% | +197.1% |
| All | +237.8% | +41.1% | +196.6% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling