+15.6%
SCHW vs CBOE
+20.5%
-4.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.1% |
| 7D | -1.9% | -5.8% | +3.9% | -1.5% |
| 30D | -1.6% | -3.1% | +1.5% | -1.4% |
| 3M | +21.3% | -4.8% | +26.0% | +20.7% |
| 6M | +16.5% | -0.6% | +17.0% | +14.8% |
| YTD | +8.4% | +12.8% | -4.4% | +5.2% |
| 1Y | +15.6% | +19.8% | -4.1% | +11.9% |
| All | +15.6% | +20.5% | -4.9% | +11.9% |
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