+559.1%
SCHD vs CTSH
+99.5%
+459.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.1% |
| 7D | -1.1% | -5.5% | +4.3% | +0.5% |
| 30D | +1.5% | +4.5% | -3.0% | 0.0% |
| 3M | +7.4% | +13.7% | -6.3% | +2.1% |
| 6M | +12.4% | -8.4% | +20.8% | +13.8% |
| YTD | +27.5% | -26.5% | +54.0% | +37.9% |
| 1Y | +30.0% | -13.9% | +43.9% | +32.9% |
| 3Y | +56.5% | -11.3% | +67.8% | +56.8% |
| 5Y | +60.7% | -14.8% | +75.5% | +60.2% |
| 10Y | +237.8% | +22.5% | +215.2% | +189.8% |
| All | +559.1% | +99.5% | +459.6% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling