+2,120.4%
CMCSA vs SCHW
+52,067.9%
-49,947.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | -5.6% | -2.8% | -2.8% | -4.8% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +6.4% | +20.6% | -14.1% | +0.8% |
| 6M | -16.9% | +15.9% | -32.9% | -20.8% |
| YTD | -6.8% | +8.5% | -15.3% | -9.7% |
| 1Y | -15.9% | +17.8% | -33.7% | -20.6% |
| 3Y | -33.4% | +88.5% | -122.0% | -46.0% |
| 5Y | -46.7% | +60.6% | -107.3% | -56.5% |
| 10Y | +7.0% | +298.0% | -291.0% | -36.1% |
| All | +2,120.4% | +52,067.9% | -49,947.5% | +124.0% |
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