+60.6%
SCHW vs CLF
-49.9%
+110.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -2.3% |
| 30D | -0.1% | -4.7% | +4.6% | +0.5% |
| 3M | +20.6% | -4.7% | +25.3% | +20.5% |
| 6M | +15.9% | +24.0% | -8.1% | +10.5% |
| YTD | +8.5% | -10.9% | +19.4% | +7.6% |
| 1Y | +17.8% | +4.0% | +13.8% | +12.2% |
| 3Y | +88.5% | -16.9% | +105.5% | +77.8% |
| 5Y | +60.6% | -49.3% | +109.9% | +65.7% |
| All | +60.6% | -49.9% | +110.5% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling