+4,779.0%
CVX vs SCHW
+52,067.9%
-47,288.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.7% | -2.8% | +3.4% | +1.2% |
| 30D | +9.1% | -0.1% | +9.2% | +9.1% |
| 3M | +13.1% | +20.6% | -7.5% | +9.0% |
| 6M | +16.3% | +15.9% | +0.3% | +12.6% |
| YTD | +43.5% | +8.5% | +35.0% | +40.5% |
| 1Y | +40.2% | +17.8% | +22.3% | +35.0% |
| 3Y | +44.2% | +88.5% | -44.3% | +26.0% |
| 5Y | +170.6% | +60.6% | +110.0% | +138.5% |
| 10Y | +220.3% | +298.0% | -77.7% | +139.7% |
| All | +4,779.0% | +52,067.9% | -47,288.9% | +2,268.4% |
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