+0.8%
SCHW vs CCJ
-26.2%
+27.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.6% |
| 7D | +5.2% | -14.5% | +19.7% | +6.0% |
| 30D | -4.7% | -18.1% | +13.4% | -3.8% |
| 3M | -11.9% | -23.0% | +11.1% | -11.0% |
| 6M | +2.7% | -39.4% | +42.1% | +5.7% |
| YTD | -5.6% | -21.7% | +16.0% | -9.2% |
| 1Y | +0.8% | -25.9% | +26.7% | -2.1% |
| All | +0.8% | -26.2% | +27.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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