+851.5%
SCHW vs CNC
+5,399.6%
-4,548.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -2.8% | -3.9% | +1.1% | -1.8% |
| 30D | -0.1% | +0.8% | -0.9% | -0.3% |
| 3M | +20.6% | +0.1% | +20.5% | +20.0% |
| 6M | +15.9% | +79.7% | -63.7% | -0.9% |
| YTD | +8.5% | +58.9% | -50.4% | -5.4% |
| 1Y | +17.8% | +109.1% | -91.3% | -5.1% |
| 3Y | +88.5% | 0.0% | +88.5% | +71.6% |
| 5Y | +60.6% | +9.5% | +51.1% | +40.7% |
| 10Y | +298.0% | +95.7% | +202.4% | +183.8% |
| All | +851.5% | +5,399.6% | -4,548.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling