+86.8%
SCHW vs CELH
-60.2%
+147.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | -1.9% | -11.2% | +9.4% | -1.1% |
| 30D | -1.6% | -1.4% | -0.2% | -1.6% |
| 3M | +21.3% | -4.2% | +25.4% | +21.2% |
| 6M | +16.5% | -40.5% | +57.0% | +20.0% |
| YTD | +8.4% | -40.5% | +48.9% | +11.5% |
| 1Y | +15.6% | -53.0% | +68.6% | +20.2% |
| 3Y | +86.8% | -59.1% | +145.9% | +101.4% |
| All | +86.8% | -60.2% | +147.1% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling