+662.7%
SCHW vs CAPR
-99.1%
+761.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | -1.3% | -9.5% | +8.2% | -1.2% |
| 30D | -0.4% | +121.5% | -121.9% | -1.4% |
| 3M | +21.7% | -65.4% | +87.1% | +22.1% |
| 6M | +13.0% | -67.5% | +80.5% | +13.3% |
| YTD | +8.0% | -68.6% | +76.6% | +8.4% |
| 1Y | +15.8% | +42.7% | -26.9% | +11.7% |
| 3Y | +87.7% | +43.4% | +44.4% | +78.5% |
| 5Y | +59.7% | +86.0% | -26.4% | +50.6% |
| 10Y | +292.9% | -77.4% | +370.3% | +259.7% |
| All | +662.7% | -99.1% | +761.8% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling