+566.6%
SCHD vs CVE
+30.8%
+535.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | +3.4% | +16.7% | -13.3% | +0.8% |
| 3M | +7.6% | +9.3% | -1.6% | +5.7% |
| 6M | +12.2% | +43.6% | -31.4% | +5.0% |
| YTD | +29.0% | +93.6% | -64.6% | +14.7% |
| 1Y | +30.3% | +98.8% | -68.5% | +15.1% |
| 3Y | +56.1% | +73.6% | -17.4% | +38.7% |
| 5Y | +60.4% | +312.5% | -252.1% | +20.1% |
| 10Y | +241.3% | +161.0% | +80.2% | +140.7% |
| All | +566.6% | +30.8% | +535.8% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling