+243.1%
SCHD vs CVE
+167.0%
+76.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.6% | +2.0% | -4.6% | -2.9% |
| 30D | -0.3% | +13.2% | -13.5% | -2.3% |
| 3M | +6.1% | +21.7% | -15.6% | +2.5% |
| 6M | +11.7% | +48.4% | -36.7% | +4.3% |
| YTD | +26.3% | +100.1% | -73.8% | +12.1% |
| 1Y | +28.8% | +107.8% | -79.1% | +13.4% |
| 3Y | +55.0% | +76.9% | -21.9% | +37.8% |
| 5Y | +60.0% | +346.2% | -286.2% | +19.7% |
| 10Y | +243.1% | +173.5% | +69.6% | +132.0% |
| All | +243.1% | +167.0% | +76.2% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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