+0.1%
SCHW vs CNI
+34.7%
-34.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +3.5% | +2.0% | +1.5% | +3.4% |
| 30D | -4.4% | +6.8% | -11.2% | -4.6% |
| 3M | -14.0% | -0.3% | -13.8% | -14.0% |
| 6M | +0.8% | +16.3% | -15.4% | 0.0% |
| YTD | -6.4% | +30.2% | -36.6% | -9.6% |
| 1Y | +0.1% | +34.0% | -33.9% | -4.9% |
| All | +0.1% | +34.7% | -34.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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