+1,636.3%
SCHW vs CCI
+896.9%
+739.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -1.1% | +2.1% | -3.2% | -1.7% |
| 3M | +20.4% | -17.8% | +38.2% | +26.9% |
| 6M | +13.6% | -14.2% | +27.8% | +17.8% |
| YTD | +7.7% | -13.3% | +21.0% | +10.9% |
| 1Y | +15.2% | -16.6% | +31.8% | +19.8% |
| 3Y | +87.1% | -10.8% | +98.0% | +87.5% |
| 5Y | +57.5% | -50.3% | +107.8% | +84.5% |
| 10Y | +295.1% | +22.5% | +272.6% | +245.4% |
| All | +1,636.3% | +896.9% | +739.4% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling