+51,606.1%
SCHW vs CMI
+19,388.4%
+32,217.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -0.1% | -12.8% | +12.7% | +6.2% |
| 3M | +20.6% | -12.4% | +33.0% | +26.6% |
| 6M | +15.9% | -0.9% | +16.8% | +13.0% |
| YTD | +8.5% | +8.9% | -0.4% | +0.4% |
| 1Y | +17.8% | +37.7% | -19.9% | -3.0% |
| 3Y | +88.5% | +148.9% | -60.3% | +14.0% |
| 5Y | +60.6% | +164.4% | -103.7% | -5.5% |
| 10Y | +298.0% | +506.9% | -208.9% | +59.5% |
| All | +51,606.1% | +19,388.4% | +32,217.7% | +4,527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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