+597.4%
SCHD vs CTSH
+110.9%
+486.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | +7.1% | +1.4% | +5.8% | +6.3% |
| 3M | +5.7% | +7.5% | -1.7% | +2.7% |
| 6M | +15.6% | +39.6% | -24.0% | +2.0% |
| YTD | +34.9% | -22.3% | +57.2% | +42.6% |
| 1Y | +37.4% | -12.0% | +49.3% | +39.1% |
| 3Y | +74.5% | +1.8% | +72.7% | +66.3% |
| 5Y | +63.7% | -15.8% | +79.5% | +63.1% |
| 10Y | +259.1% | +34.8% | +224.2% | +199.3% |
| All | +597.4% | +110.9% | +486.5% | +417.9% |
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