+60.2%
SCHD vs CTVA
+102.9%
-42.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.0% | -4.5% | +2.6% | -0.8% |
| 30D | -0.4% | +11.3% | -11.7% | -3.2% |
| 3M | +5.7% | +12.3% | -6.6% | +2.0% |
| 6M | +11.9% | +7.2% | +4.7% | +9.1% |
| YTD | +26.4% | +26.0% | +0.4% | +17.7% |
| 1Y | +27.6% | +16.0% | +11.6% | +21.2% |
| 3Y | +54.9% | +73.9% | -19.0% | +29.8% |
| All | +60.2% | +102.9% | -42.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling