+0.8%
SCHW vs CLX
-6.5%
+7.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +4.3% |
| 7D | +5.2% | +14.2% | -9.0% | +4.7% |
| 30D | -4.7% | +22.7% | -27.4% | -5.2% |
| 3M | -11.9% | -2.8% | -9.2% | -12.1% |
| 6M | +2.7% | +17.7% | -15.0% | +2.7% |
| YTD | -5.6% | +3.3% | -9.0% | -6.6% |
| 1Y | +0.8% | -5.6% | +6.4% | +0.1% |
| All | +0.8% | -6.5% | +7.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling