+33.1%
CVS vs SCHW
+59.4%
-26.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | -2.2% | +20.6% | -22.8% | -5.5% |
| 6M | +26.7% | +15.9% | +10.8% | +22.9% |
| YTD | +22.9% | +8.5% | +14.4% | +20.4% |
| 1Y | +32.9% | +17.8% | +15.1% | +28.0% |
| 3Y | +62.3% | +88.5% | -26.2% | +39.2% |
| All | +33.1% | +59.4% | -26.3% | +15.7% |
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