+85.6%
SCHW vs CAPR
+36.9%
+48.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -1.6% | -12.6% | +11.1% | -1.5% |
| 30D | -1.1% | +124.4% | -125.5% | -1.8% |
| 3M | +20.4% | -66.8% | +87.2% | +20.7% |
| 6M | +13.6% | -71.8% | +85.4% | +14.1% |
| YTD | +7.7% | -70.1% | +77.8% | +8.0% |
| 1Y | +15.2% | +33.3% | -18.1% | +11.8% |
| All | +85.6% | +36.9% | +48.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling