+0.8%
SCHW vs CME
+19.8%
-19.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | +5.2% | +4.8% | +0.4% | +4.0% |
| 30D | -4.7% | +14.2% | -18.8% | -8.1% |
| 3M | -11.9% | +17.9% | -29.9% | -15.7% |
| 6M | +2.7% | +7.2% | -4.5% | -1.0% |
| YTD | -5.6% | +16.7% | -22.3% | -12.1% |
| 1Y | +0.8% | +19.6% | -18.8% | -6.6% |
| All | +0.8% | +19.8% | -19.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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