+553.0%
SCHD vs CVS
+301.0%
+252.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.1% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | +6.1% | -1.1% | +7.2% | +6.2% |
| 6M | +11.7% | +23.7% | -12.0% | +4.0% |
| YTD | +26.3% | +23.0% | +3.3% | +16.9% |
| 1Y | +28.8% | +37.2% | -8.4% | +14.8% |
| 3Y | +55.0% | +62.4% | -7.4% | +25.4% |
| 5Y | +60.0% | +31.8% | +28.2% | +37.9% |
| 10Y | +243.1% | +41.9% | +201.2% | +171.5% |
| All | +553.0% | +301.0% | +252.0% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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