+187.9%
SCHW vs CL
+88.0%
+99.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | +2.0% | +3.2% | -1.2% | +1.0% |
| 30D | -3.6% | +8.0% | -11.6% | -5.9% |
| 3M | -15.0% | +7.9% | -22.8% | -17.0% |
| 6M | +2.6% | +14.7% | -12.1% | -2.0% |
| YTD | -5.7% | +29.2% | -34.8% | -13.7% |
| 1Y | -0.9% | +29.5% | -30.4% | -9.6% |
| 3Y | +79.4% | +40.7% | +38.7% | +54.7% |
| 5Y | +21.2% | +43.9% | -22.6% | +2.8% |
| All | +187.9% | +88.0% | +99.9% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling