+253.7%
SCHD vs CSGP
+72.5%
+181.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.9% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | +7.9% | +5.3% | +2.6% | +6.0% |
| 3M | +6.0% | +3.3% | +2.7% | +4.2% |
| 6M | +14.5% | -4.7% | +19.2% | +14.1% |
| YTD | +33.2% | -53.5% | +86.7% | +55.8% |
| 1Y | +38.1% | -53.7% | +91.8% | +61.5% |
| 3Y | +73.5% | -59.7% | +133.3% | +106.1% |
| 5Y | +62.5% | -62.5% | +125.0% | +92.3% |
| 10Y | +253.7% | +67.3% | +186.5% | +208.7% |
| All | +253.7% | +72.5% | +181.2% | +208.7% |
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