+59.6%
SCHW vs CCL
-0.9%
+60.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.0% |
| 7D | -2.8% | -4.3% | +1.5% | -1.9% |
| 30D | -0.1% | -19.0% | +18.9% | +4.4% |
| 3M | +20.6% | -13.1% | +33.7% | +23.6% |
| 6M | +15.9% | -13.3% | +29.2% | +17.8% |
| YTD | +8.5% | -25.2% | +33.7% | +13.4% |
| 1Y | +17.8% | -27.2% | +45.0% | +23.3% |
| 3Y | +88.5% | +49.2% | +39.3% | +61.3% |
| All | +59.6% | -0.9% | +60.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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