+0.1%
SCHW vs CPAY
+71.2%
-71.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.8% | -7.6% | -1.8% |
| 7D | +3.5% | +12.3% | -8.8% | +1.7% |
| 30D | -4.4% | +9.9% | -14.2% | -5.7% |
| 3M | -14.0% | +13.3% | -27.3% | -15.6% |
| 6M | +0.8% | +47.2% | -46.3% | -4.3% |
| YTD | -6.4% | +48.5% | -55.0% | -11.0% |
| 1Y | +0.1% | +70.8% | -70.7% | -7.2% |
| All | +0.1% | +71.2% | -71.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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