+59.6%
SCHW vs CCI
-50.5%
+110.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -2.8% | -4.4% | +1.6% | -1.8% |
| 30D | -0.1% | +0.3% | -0.4% | -0.1% |
| 3M | +20.6% | -20.0% | +40.6% | +26.6% |
| 6M | +15.9% | -14.5% | +30.5% | +19.6% |
| YTD | +8.5% | -14.9% | +23.3% | +11.6% |
| 1Y | +17.8% | -17.7% | +35.5% | +22.1% |
| 3Y | +88.5% | -12.4% | +100.9% | +86.7% |
| All | +59.6% | -50.5% | +110.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling