+3,300.3%
SCHW vs CNI
+6,457.9%
-3,157.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.0% |
| 30D | -0.1% | -3.5% | +3.5% | +2.3% |
| 3M | +20.6% | +2.2% | +18.4% | +18.2% |
| 6M | +15.9% | +15.1% | +0.9% | +3.8% |
| YTD | +8.5% | +24.7% | -16.2% | -8.8% |
| 1Y | +17.8% | +33.4% | -15.5% | -5.9% |
| 3Y | +88.5% | +19.5% | +69.0% | +58.1% |
| 5Y | +60.6% | +12.6% | +48.1% | +38.5% |
| 10Y | +298.0% | +134.7% | +163.4% | +98.5% |
| All | +3,300.3% | +6,457.9% | -3,157.5% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling