+52,550.4%
SCHW vs CLF
+714.0%
+51,836.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | -0.8% | +7.6% | -8.4% | -2.3% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +24.6% | -13.4% | +37.9% | +26.5% |
| 6M | +14.5% | +15.4% | -0.9% | +8.8% |
| YTD | +10.5% | -5.9% | +16.3% | +8.0% |
| 1Y | +13.4% | +18.8% | -5.4% | +3.6% |
| 3Y | +88.3% | -19.4% | +107.7% | +75.0% |
| 5Y | +62.1% | -47.7% | +109.8% | +57.2% |
| 10Y | +297.3% | +130.4% | +166.9% | +141.9% |
| All | +52,550.4% | +714.0% | +51,836.4% | +13,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling