+257.7%
SCHD vs CVE
+147.6%
+110.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +1.4% | +4.6% | -3.2% | +0.7% |
| 30D | +7.7% | -12.0% | +19.7% | +9.6% |
| 3M | +5.7% | -3.8% | +9.5% | +6.0% |
| 6M | +14.9% | -2.7% | +17.7% | +14.7% |
| YTD | +34.2% | +73.6% | -39.4% | +21.5% |
| 1Y | +36.8% | +62.0% | -25.2% | +25.1% |
| 3Y | +73.2% | +72.7% | +0.5% | +54.2% |
| 5Y | +62.8% | +153.9% | -91.1% | +32.9% |
| All | +257.7% | +147.6% | +110.0% | +146.5% |
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