+566.6%
SCHD vs CSGP
+463.5%
+103.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -0.3% | -4.1% | +3.8% | +0.6% |
| 30D | +3.4% | +2.3% | +1.1% | +2.7% |
| 3M | +7.6% | -8.2% | +15.8% | +9.0% |
| 6M | +12.2% | -35.1% | +47.2% | +22.6% |
| YTD | +29.0% | -54.0% | +83.0% | +51.6% |
| 1Y | +30.3% | -65.3% | +95.6% | +63.7% |
| 3Y | +56.1% | -62.6% | +118.7% | +89.0% |
| 5Y | +60.4% | -64.8% | +125.2% | +92.4% |
| 10Y | +241.3% | +45.1% | +196.2% | +186.0% |
| All | +566.6% | +463.5% | +103.1% | +268.5% |
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 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