+294.9%
SCHW vs CCI
+23.6%
+271.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -1.6% | +2.2% | -3.9% | -2.2% |
| 3M | +21.3% | -16.9% | +38.1% | +27.0% |
| 6M | +16.5% | -11.5% | +28.0% | +19.5% |
| YTD | +8.4% | -12.8% | +21.3% | +11.2% |
| 1Y | +15.6% | -17.1% | +32.7% | +20.2% |
| 3Y | +86.8% | -9.6% | +96.5% | +85.2% |
| 5Y | +60.5% | -48.9% | +109.5% | +86.8% |
| All | +294.9% | +23.6% | +271.3% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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