+59.7%
SCHW vs CF
+222.3%
-162.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -0.4% | +18.1% | -18.5% | -2.7% |
| 3M | +21.7% | +23.4% | -1.7% | +18.0% |
| 6M | +13.0% | +17.1% | -4.1% | +9.1% |
| YTD | +8.0% | +76.2% | -68.2% | -3.3% |
| 1Y | +15.8% | +62.3% | -46.4% | +5.1% |
| 3Y | +87.7% | +71.8% | +15.9% | +64.4% |
| 5Y | +59.7% | +234.6% | -174.9% | +1.8% |
| All | +59.7% | +222.3% | -162.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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