+165.4%
CVX vs SCHW
+59.4%
+106.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.7% | -2.8% | +3.4% | +1.3% |
| 30D | +9.1% | -0.1% | +9.2% | +9.1% |
| 3M | +13.1% | +20.6% | -7.5% | +8.5% |
| 6M | +16.3% | +15.9% | +0.3% | +12.1% |
| YTD | +43.5% | +8.5% | +35.0% | +40.2% |
| 1Y | +40.2% | +17.8% | +22.3% | +34.2% |
| 3Y | +44.2% | +88.5% | -44.3% | +22.4% |
| All | +165.4% | +59.4% | +106.0% | +111.5% |
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