+157.2%
SCHD vs CTVA
+208.7%
-51.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.0% | -4.5% | +2.6% | -0.5% |
| 30D | -0.4% | +11.3% | -11.7% | -3.8% |
| 3M | +5.7% | +12.3% | -6.6% | +1.2% |
| 6M | +11.9% | +7.2% | +4.7% | +8.5% |
| YTD | +26.4% | +26.0% | +0.4% | +16.1% |
| 1Y | +27.6% | +16.0% | +11.6% | +19.9% |
| 3Y | +54.9% | +73.9% | -19.0% | +24.5% |
| 5Y | +60.9% | +103.8% | -42.9% | +19.5% |
| All | +157.2% | +208.7% | -51.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling