+21.2%
SCHW vs CAI
-9.9%
+31.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -1.6% | +9.3% | -11.0% | -2.0% |
| 3M | +21.3% | +35.2% | -14.0% | +19.5% |
| 6M | +16.5% | +30.7% | -14.2% | +14.7% |
| YTD | +8.4% | -9.8% | +18.2% | +7.9% |
| 1Y | +15.6% | -28.9% | +44.5% | +15.9% |
| All | +21.2% | -9.9% | +31.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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