+0.8%
SCHW vs CNC
+122.0%
-121.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.1% | +3.9% |
| 7D | +5.2% | +13.4% | -8.2% | +4.5% |
| 30D | -4.7% | +18.2% | -22.9% | -5.4% |
| 3M | -11.9% | +18.6% | -30.6% | -12.5% |
| 6M | +2.7% | +41.9% | -39.2% | +2.0% |
| YTD | -5.6% | +84.7% | -90.3% | -5.6% |
| 1Y | +0.8% | +110.5% | -109.7% | +0.2% |
| All | +0.8% | +122.0% | -121.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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