+816.1%
SCHW vs CF
+5,489.8%
-4,673.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.6% | +10.4% | -11.0% | -3.6% |
| 30D | -4.4% | +7.6% | -12.0% | -6.8% |
| 3M | -13.6% | +5.2% | -18.8% | -15.5% |
| 6M | +5.9% | -0.1% | +6.0% | +4.6% |
| YTD | -6.2% | +61.7% | -67.9% | -22.3% |
| 1Y | -2.2% | +50.3% | -52.6% | -17.2% |
| 3Y | +76.9% | +66.0% | +10.9% | +39.9% |
| 5Y | +21.6% | +114.5% | -92.9% | -16.0% |
| 10Y | +191.7% | +471.5% | -279.9% | +35.5% |
| All | +816.1% | +5,489.8% | -4,673.6% | +58.6% |
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