+294.9%
SCHW vs CNC
+99.9%
+195.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.7% |
| 30D | -1.6% | -1.0% | -0.7% | -1.5% |
| 3M | +21.3% | +4.5% | +16.7% | +19.7% |
| 6M | +16.5% | +85.2% | -68.7% | +1.5% |
| YTD | +8.4% | +61.4% | -53.0% | -3.6% |
| 1Y | +15.6% | +94.9% | -79.3% | -2.3% |
| 3Y | +86.8% | 0.0% | +86.8% | +74.7% |
| 5Y | +60.5% | +11.2% | +49.3% | +42.6% |
| All | +294.9% | +99.9% | +195.0% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling