+5.6%
CVS vs SCHW
+1.9%
+3.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.6% | -17.1% | -12.0% |
| 7D | -11.1% | +5.2% | -16.3% | -10.5% |
| 30D | -7.4% | -4.7% | -2.8% | -7.2% |
| 3M | -22.9% | -11.9% | -10.9% | -22.9% |
| 6M | -1.2% | +2.7% | -3.9% | -0.2% |
| YTD | +3.9% | -5.6% | +9.5% | +2.7% |
| 1Y | +5.6% | +0.8% | +4.8% | +2.9% |
| All | +5.6% | +1.9% | +3.7% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling