+726.8%
SCHW vs CBOE
+978.8%
-252.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.7% |
| 7D | -1.9% | -5.8% | +3.9% | +0.2% |
| 30D | -1.6% | -3.1% | +1.5% | -0.7% |
| 3M | +21.3% | -4.8% | +26.0% | +22.2% |
| 6M | +16.5% | -0.6% | +17.0% | +14.1% |
| YTD | +8.4% | +12.8% | -4.4% | +1.1% |
| 1Y | +15.6% | +19.8% | -4.1% | +5.1% |
| 3Y | +86.8% | +86.9% | -0.1% | +38.1% |
| 5Y | +60.5% | +136.5% | -76.0% | +6.0% |
| 10Y | +297.7% | +368.4% | -70.7% | +87.2% |
| All | +726.8% | +978.8% | -252.0% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling