+3,616.8%
CLS vs SCHW
+59.4%
+3,557.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.8% |
| 7D | +5.0% | -2.8% | +7.7% | +6.1% |
| 30D | +4.8% | -0.1% | +4.8% | +4.6% |
| 3M | -10.4% | +20.6% | -31.0% | -17.8% |
| 6M | +20.8% | +15.9% | +4.9% | +12.3% |
| YTD | +10.0% | +8.5% | +1.5% | +4.9% |
| 1Y | +28.5% | +17.8% | +10.7% | +18.3% |
| 3Y | +1,292.2% | +88.5% | +1,203.7% | +949.6% |
| All | +3,616.8% | +59.4% | +3,557.4% | +2,552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 5y: compounded portfolio wealth divided by compounded SCHW 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…
5y analysis · Full analysis span regression · 6 months rolling