+15.6%
SCHW vs CCJ
+22.0%
-6.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -4.0% | +2.2% | -1.7% |
| 30D | -1.6% | -2.4% | +0.7% | -1.6% |
| 3M | +21.3% | -2.3% | +23.6% | +21.3% |
| 6M | +16.5% | -16.2% | +32.7% | +17.2% |
| YTD | +8.4% | +5.7% | +2.7% | +7.2% |
| 1Y | +15.6% | +21.3% | -5.6% | +13.2% |
| All | +15.6% | +22.0% | -6.4% | +13.2% |
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