+51,225.6%
SCHW vs CCL
+782.0%
+50,443.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.5% |
| 7D | -1.6% | -4.4% | +2.8% | +0.1% |
| 30D | -1.1% | -18.2% | +17.1% | +6.6% |
| 3M | +20.4% | -17.7% | +38.1% | +28.1% |
| 6M | +13.6% | -13.0% | +26.6% | +16.4% |
| YTD | +7.7% | -24.5% | +32.2% | +15.3% |
| 1Y | +15.2% | -26.9% | +42.1% | +23.5% |
| 3Y | +87.1% | +50.8% | +36.4% | +40.7% |
| 5Y | +57.5% | -0.9% | +58.4% | +20.5% |
| 10Y | +295.1% | -41.7% | +336.8% | +172.9% |
| All | +51,225.6% | +782.0% | +50,443.6% | +10,549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling