+818.6%
SCHW vs CF
+5,449.8%
-4,631.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +4.2% | +4.8% | -0.6% | +2.6% |
| 30D | -3.8% | +9.7% | -13.5% | -6.7% |
| 3M | -13.6% | +1.2% | -14.8% | -14.5% |
| 6M | +5.3% | +7.4% | -2.1% | +1.6% |
| YTD | -6.0% | +60.5% | -66.5% | -21.9% |
| 1Y | -1.4% | +50.7% | -52.2% | -16.6% |
| 3Y | +77.4% | +64.8% | +12.6% | +40.6% |
| 5Y | +22.9% | +115.8% | -92.9% | -15.3% |
| 10Y | +199.3% | +481.0% | -281.8% | +38.3% |
| All | +818.6% | +5,449.8% | -4,631.3% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling