+44,596.7%
SCHW vs CL
+5,418.0%
+39,178.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | -4.4% | +9.5% | -13.9% | -8.8% |
| 3M | -13.6% | +6.8% | -20.4% | -16.6% |
| 6M | +5.9% | +14.3% | -8.3% | -1.5% |
| YTD | -6.2% | +27.0% | -33.2% | -18.0% |
| 1Y | -2.2% | +26.3% | -28.5% | -14.4% |
| 3Y | +76.9% | +39.3% | +37.6% | +43.3% |
| 5Y | +21.6% | +41.5% | -19.9% | -3.3% |
| 10Y | +191.7% | +84.1% | +107.6% | +93.4% |
| All | +44,596.7% | +5,418.0% | +39,178.7% | +4,838.1% |
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