+0.8%
SCHW vs CBOE
+39.5%
-38.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +5.2% | +7.7% | -2.5% | +4.7% |
| 30D | -4.7% | +24.4% | -29.1% | -6.3% |
| 3M | -11.9% | +20.0% | -32.0% | -13.3% |
| 6M | +2.7% | +2.4% | +0.4% | +2.1% |
| YTD | -5.6% | +38.5% | -44.2% | -11.7% |
| 1Y | +0.8% | +39.0% | -38.2% | -6.0% |
| All | +0.8% | +39.5% | -38.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling