+52,550.4%
SCHW vs CP
+7,669.4%
+44,881.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -0.8% | -2.7% | +1.9% | +0.6% |
| 30D | +1.5% | +0.2% | +1.3% | +1.3% |
| 3M | +24.6% | +2.6% | +22.0% | +22.3% |
| 6M | +14.5% | +6.0% | +8.6% | +9.8% |
| YTD | +10.5% | +24.9% | -14.5% | -3.6% |
| 1Y | +13.4% | +20.1% | -6.7% | +0.8% |
| 3Y | +88.3% | +16.4% | +71.9% | +66.4% |
| 5Y | +62.1% | +31.7% | +30.3% | +32.6% |
| 10Y | +297.3% | +223.9% | +73.4% | +96.3% |
| All | +52,550.4% | +7,669.4% | +44,881.0% | +5,064.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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