+13,145.6%
SCHW vs CB
+6,559.4%
+6,586.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +1.5% | -3.1% | +4.6% | +3.2% |
| 3M | +24.6% | +9.0% | +15.6% | +18.5% |
| 6M | +14.5% | +2.9% | +11.7% | +12.1% |
| YTD | +10.5% | +10.1% | +0.4% | +3.9% |
| 1Y | +13.4% | +22.8% | -9.4% | +0.3% |
| 3Y | +88.3% | +73.8% | +14.5% | +35.1% |
| 5Y | +62.1% | +99.2% | -37.1% | +8.0% |
| 10Y | +297.3% | +218.2% | +79.1% | +102.2% |
| All | +13,145.6% | +6,559.4% | +6,586.2% | +1,972.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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