+60.3%
SCHD vs CTSH
-17.2%
+77.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.1% | -9.8% | +6.7% | -0.5% |
| 30D | -0.8% | +0.1% | -0.9% | -1.0% |
| 3M | +6.2% | +13.2% | -7.0% | +2.1% |
| 6M | +11.8% | -6.2% | +18.0% | +13.2% |
| YTD | +26.0% | -28.5% | +54.4% | +38.5% |
| 1Y | +28.1% | -13.8% | +41.9% | +31.3% |
| 3Y | +54.6% | -13.7% | +68.3% | +56.4% |
| 5Y | +60.3% | -16.7% | +77.0% | +58.1% |
| All | +60.3% | -17.2% | +77.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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