+294.9%
SCHW vs CPAY
+155.2%
+139.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -2.0% | +0.1% | -1.0% |
| 30D | -1.6% | -0.4% | -1.3% | -1.5% |
| 3M | +21.3% | +16.4% | +4.9% | +12.7% |
| 6M | +16.5% | +23.5% | -7.0% | +4.2% |
| YTD | +8.4% | +35.7% | -27.2% | -8.7% |
| 1Y | +15.6% | +30.2% | -14.5% | -1.4% |
| 3Y | +86.8% | +49.7% | +37.1% | +42.5% |
| 5Y | +60.5% | +56.6% | +4.0% | +17.1% |
| All | +294.9% | +155.2% | +139.7% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling