+44,849.9%
SCHW vs CL
+5,512.1%
+39,337.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | +2.0% | +3.2% | -1.2% | +0.4% |
| 30D | -3.6% | +8.0% | -11.6% | -7.4% |
| 3M | -15.0% | +7.9% | -22.8% | -18.3% |
| 6M | +2.6% | +14.7% | -12.1% | -4.8% |
| YTD | -5.7% | +29.2% | -34.8% | -18.2% |
| 1Y | -0.9% | +29.5% | -30.4% | -14.3% |
| 3Y | +79.4% | +40.7% | +38.7% | +44.7% |
| 5Y | +21.2% | +43.9% | -22.6% | -4.4% |
| 10Y | +193.3% | +87.2% | +106.1% | +92.9% |
| All | +44,849.9% | +5,512.1% | +39,337.8% | +4,825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling