+60.0%
SCHD vs CSGP
-63.4%
+123.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.1% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +7.7% | +10.7% | -3.0% | +5.3% |
| 3M | +5.2% | +3.3% | +1.9% | +3.9% |
| 6M | +12.9% | -10.3% | +23.2% | +13.8% |
| YTD | +31.4% | -54.6% | +85.9% | +49.8% |
| 1Y | +37.3% | -54.6% | +91.9% | +56.4% |
| 3Y | +68.3% | -60.3% | +128.7% | +94.1% |
| All | +60.0% | -63.4% | +123.4% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling