+52,550.4%
SCHW vs CL
+4,870.0%
+47,680.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | +1.5% | -4.8% | +6.3% | +4.0% |
| 3M | +24.6% | +4.9% | +19.6% | +21.3% |
| 6M | +14.5% | -5.7% | +20.3% | +17.1% |
| YTD | +10.5% | +14.4% | -3.9% | +2.0% |
| 1Y | +13.4% | +8.7% | +4.6% | +6.8% |
| 3Y | +88.3% | +30.0% | +58.3% | +57.9% |
| 5Y | +62.1% | +28.4% | +33.7% | +35.5% |
| 10Y | +297.3% | +50.1% | +247.2% | +192.7% |
| All | +52,550.4% | +4,870.0% | +47,680.4% | +6,041.6% |
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 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