+57.5%
SCHW vs CL
+27.0%
+30.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | -1.1% | -5.5% | +4.4% | +0.1% |
| 3M | +20.4% | +0.8% | +19.5% | +20.1% |
| 6M | +13.6% | -4.2% | +17.8% | +14.4% |
| YTD | +7.7% | +13.4% | -5.7% | +4.1% |
| 1Y | +15.2% | +7.1% | +8.1% | +12.9% |
| 3Y | +87.1% | +29.0% | +58.1% | +65.0% |
| 5Y | +57.5% | +28.3% | +29.2% | +37.7% |
| All | +57.5% | +27.0% | +30.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling