+3,923.5%
SCHW vs CCJ
+1,528.1%
+2,395.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.5% |
| 7D | -2.8% | -3.2% | +0.4% | -2.0% |
| 30D | -0.1% | -1.3% | +1.3% | 0.0% |
| 3M | +20.6% | +2.5% | +18.1% | +19.0% |
| 6M | +15.9% | -18.9% | +34.8% | +19.8% |
| YTD | +8.5% | +6.5% | +2.0% | +3.6% |
| 1Y | +17.8% | +22.8% | -5.0% | +6.7% |
| 3Y | +88.5% | +164.5% | -75.9% | +32.4% |
| 5Y | +60.6% | +303.7% | -243.1% | -5.3% |
| 10Y | +298.0% | +1,064.0% | -766.0% | +54.1% |
| All | +3,923.5% | +1,528.1% | +2,395.3% | +1,269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling