+1,878.9%
CVS vs SCHW
+51,683.9%
-49,805.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | -0.3% | -1.1% | +0.8% | -0.1% |
| 3M | -1.1% | +20.4% | -21.5% | -4.5% |
| 6M | +23.7% | +13.6% | +10.1% | +20.4% |
| YTD | +23.0% | +7.7% | +15.3% | +20.6% |
| 1Y | +37.2% | +15.2% | +22.0% | +32.7% |
| 3Y | +62.4% | +87.1% | -24.7% | +42.3% |
| 5Y | +31.8% | +57.5% | -25.7% | +16.8% |
| 10Y | +41.9% | +295.1% | -253.2% | +4.4% |
| All | +1,878.9% | +51,683.9% | -49,805.0% | +462.8% |
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