+117.8%
SCHW vs CLBK
+65.6%
+52.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.1% |
| 30D | -0.1% | +4.5% | -4.6% | -2.3% |
| 3M | +20.6% | +22.8% | -2.2% | +8.4% |
| 6M | +15.9% | +43.4% | -27.5% | -3.8% |
| YTD | +8.5% | +64.1% | -55.6% | -16.3% |
| 1Y | +17.8% | +67.6% | -49.7% | -10.8% |
| 3Y | +88.5% | +53.3% | +35.3% | +42.0% |
| 5Y | +60.6% | +44.8% | +15.8% | +13.6% |
| All | +117.8% | +65.6% | +52.2% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling