+92.3%
SCHW vs CART
+11.0%
+81.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -1.6% | -9.5% | +7.9% | -0.6% |
| 30D | -1.1% | -7.8% | +6.7% | -0.3% |
| 3M | +20.4% | +10.4% | +10.0% | +18.9% |
| 6M | +13.6% | +20.1% | -6.4% | +11.0% |
| YTD | +7.7% | +3.7% | +4.0% | +6.6% |
| 1Y | +15.2% | +2.6% | +12.6% | +13.8% |
| All | +92.3% | +11.0% | +81.3% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling