+591.8%
SCHD vs CSGP
+453.0%
+138.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +0.8% | -3.2% | +3.9% | +1.5% |
| 30D | +8.4% | +2.2% | +6.2% | +7.3% |
| 3M | +5.6% | -3.7% | +9.3% | +5.5% |
| 6M | +15.1% | -7.4% | +22.6% | +15.5% |
| YTD | +33.8% | -54.9% | +88.7% | +56.8% |
| 1Y | +38.5% | -54.9% | +93.4% | +62.1% |
| 3Y | +72.7% | -61.9% | +134.6% | +106.9% |
| 5Y | +63.1% | -63.1% | +126.2% | +92.2% |
| 10Y | +255.9% | +65.1% | +190.8% | +188.1% |
| All | +591.8% | +453.0% | +138.8% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling