+87.0%
SCHW vs CLBK
+52.3%
+34.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.4% |
| 30D | -0.1% | +4.5% | -4.6% | -1.3% |
| 3M | +20.6% | +22.8% | -2.2% | +13.6% |
| 6M | +15.9% | +43.4% | -27.5% | +4.3% |
| YTD | +8.5% | +64.1% | -55.6% | -6.2% |
| 1Y | +17.8% | +67.6% | -49.7% | +0.9% |
| All | +87.0% | +52.3% | +34.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling