+59.6%
SCHW vs CLX
-37.8%
+97.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.9% |
| 7D | -2.8% | -5.9% | +3.1% | -2.0% |
| 30D | -0.1% | -17.0% | +17.0% | +2.3% |
| 3M | +20.6% | -9.6% | +30.2% | +22.0% |
| 6M | +15.9% | -21.5% | +37.5% | +19.5% |
| YTD | +8.5% | -8.8% | +17.3% | +8.9% |
| 1Y | +17.8% | -24.7% | +42.5% | +21.9% |
| 3Y | +88.5% | -35.6% | +124.2% | +98.8% |
| All | +59.6% | -37.8% | +97.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling