+566.6%
SCHD vs CTAS
+3,252.3%
-2,685.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.5% |
| 30D | +3.4% | -0.2% | +3.7% | +3.5% |
| 3M | +7.6% | +11.7% | -4.1% | +2.3% |
| 6M | +12.2% | +0.7% | +11.4% | +11.0% |
| YTD | +29.0% | +7.4% | +21.6% | +24.1% |
| 1Y | +30.3% | -2.1% | +32.4% | +30.2% |
| 3Y | +56.1% | +62.9% | -6.8% | +22.9% |
| 5Y | +60.4% | +111.9% | -51.5% | +11.2% |
| 10Y | +241.3% | +652.2% | -410.9% | +34.9% |
| All | +566.6% | +3,252.3% | -2,685.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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