+268.9%
SCHW vs CARR
+414.1%
-145.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | -2.8% | -4.1% | +1.4% | -1.7% |
| 30D | -0.1% | -11.0% | +10.9% | +3.1% |
| 3M | +20.6% | -16.4% | +37.0% | +25.7% |
| 6M | +15.9% | -2.4% | +18.3% | +14.2% |
| YTD | +8.5% | +8.4% | +0.1% | +3.0% |
| 1Y | +17.8% | -8.0% | +25.8% | +17.4% |
| 3Y | +88.5% | +0.6% | +88.0% | +76.9% |
| 5Y | +60.6% | +7.7% | +52.9% | +42.7% |
| All | +268.9% | +414.1% | -145.2% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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