+30.0%
SCHD vs CSGP
-66.0%
+96.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -1.1% | -5.1% | +4.0% | -0.8% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | +7.4% | -9.1% | +16.5% | +7.5% |
| 6M | +12.4% | -37.3% | +49.6% | +13.7% |
| YTD | +27.5% | -54.9% | +82.4% | +31.4% |
| 1Y | +30.0% | -65.5% | +95.6% | +36.3% |
| All | +30.0% | -66.0% | +96.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling