+3,458.4%
CLS vs SCHW
+2,011.2%
+1,447.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | -1.6% | +21.7% | +21.0% |
| 30D | +6.0% | -1.1% | +7.1% | +6.4% |
| 3M | -10.3% | +20.4% | -30.7% | -18.0% |
| 6M | +24.5% | +13.6% | +10.9% | +16.3% |
| YTD | +12.9% | +7.7% | +5.2% | +7.6% |
| 1Y | +36.7% | +15.2% | +21.5% | +26.4% |
| 3Y | +1,328.1% | +87.1% | +1,240.9% | +953.3% |
| 5Y | +3,682.3% | +57.5% | +3,624.8% | +2,764.7% |
| 10Y | +3,038.3% | +295.1% | +2,743.2% | +1,372.4% |
| All | +3,458.4% | +2,011.2% | +1,447.2% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling