+21.5%
SCHW vs CLF
-42.8%
+64.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.1% |
| 7D | +2.0% | +10.4% | -8.4% | +0.7% |
| 30D | -3.6% | +0.6% | -4.2% | -4.3% |
| 3M | -15.0% | +4.1% | -19.1% | -16.3% |
| 6M | +2.6% | +15.1% | -12.5% | -1.4% |
| YTD | -5.7% | -4.7% | -0.9% | -8.1% |
| 1Y | -0.9% | +20.4% | -21.3% | -7.0% |
| 3Y | +79.4% | -23.4% | +102.8% | +72.3% |
| All | +21.5% | -42.8% | +64.3% | +21.0% |
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