+294.9%
SCHW vs CLF
+133.3%
+161.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -1.9% | -3.5% | +1.7% | -1.2% |
| 30D | -1.6% | -1.6% | -0.1% | -1.5% |
| 3M | +21.3% | -12.0% | +33.3% | +23.0% |
| 6M | +16.5% | +30.0% | -13.5% | +8.4% |
| YTD | +8.4% | -9.2% | +17.6% | +6.8% |
| 1Y | +15.6% | +2.3% | +13.3% | +9.2% |
| 3Y | +86.8% | -14.4% | +101.3% | +71.8% |
| 5Y | +60.5% | -48.3% | +108.8% | +57.1% |
| All | +294.9% | +133.3% | +161.6% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CLF 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling