+253.7%
SCHD vs CVE
+136.7%
+117.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -0.7% | -10.1% | +9.4% | +0.9% |
| 30D | +7.9% | -12.1% | +20.0% | +9.9% |
| 3M | +6.0% | -1.9% | +7.9% | +5.9% |
| 6M | +14.5% | -1.8% | +16.4% | +14.1% |
| YTD | +33.2% | +65.8% | -32.6% | +21.4% |
| 1Y | +38.1% | +60.8% | -22.7% | +26.4% |
| 3Y | +73.5% | +70.1% | +3.4% | +54.8% |
| 5Y | +62.5% | +134.8% | -72.3% | +34.3% |
| 10Y | +253.7% | +130.1% | +123.6% | +145.3% |
| All | +253.7% | +136.7% | +117.1% | +145.3% |
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