+579.1%
SCHD vs CVE
+11.4%
+567.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.7% | -16.1% | +14.4% | +1.0% |
| 30D | +7.7% | -10.4% | +18.1% | +9.4% |
| 3M | +5.2% | -2.4% | +7.6% | +5.2% |
| 6M | +12.9% | -4.4% | +17.3% | +12.9% |
| YTD | +31.4% | +64.9% | -33.6% | +19.5% |
| 1Y | +37.3% | +66.0% | -28.8% | +24.7% |
| 3Y | +68.3% | +57.7% | +10.7% | +51.6% |
| 5Y | +59.9% | +144.7% | -84.9% | +30.3% |
| 10Y | +260.8% | +139.2% | +121.6% | +157.4% |
| All | +579.1% | +11.4% | +567.6% | +448.4% |
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