+5,760.6%
CRM vs SCHW
+1,474.8%
+4,285.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -1.9% | -2.6% | -3.6% |
| 30D | +28.1% | -1.6% | +29.8% | +29.0% |
| 3M | +48.8% | +21.3% | +27.6% | +35.9% |
| 6M | +28.3% | +16.5% | +11.8% | +18.8% |
| YTD | -6.0% | +8.4% | -14.4% | -10.2% |
| 1Y | +1.4% | +15.6% | -14.2% | -6.0% |
| 3Y | +11.8% | +86.8% | -75.0% | -19.3% |
| 5Y | -2.0% | +60.5% | -62.5% | -28.2% |
| 10Y | +239.6% | +297.7% | -58.1% | +38.0% |
| All | +5,760.6% | +1,474.8% | +4,285.8% | +856.7% |
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 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