+295.2%
SCHW vs CME
+280.4%
+14.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -0.1% | +6.2% | -6.2% | -3.1% |
| 3M | +20.6% | +4.4% | +16.2% | +17.6% |
| 6M | +15.9% | -9.6% | +25.6% | +21.1% |
| YTD | +8.5% | +3.8% | +4.7% | +5.0% |
| 1Y | +17.8% | +9.5% | +8.3% | +10.6% |
| 3Y | +88.5% | +51.9% | +36.6% | +43.9% |
| 5Y | +60.6% | +78.7% | -18.1% | +10.3% |
| All | +295.2% | +280.4% | +14.8% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling