+679.9%
SCHW vs CPAY
+1,533.9%
-854.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -2.8% | -2.7% | -0.1% | -1.5% |
| 30D | -0.1% | +0.6% | -0.6% | -0.4% |
| 3M | +20.6% | +17.0% | +3.5% | +11.4% |
| 6M | +15.9% | +24.1% | -8.2% | +2.9% |
| YTD | +8.5% | +35.7% | -27.2% | -9.3% |
| 1Y | +17.8% | +34.0% | -16.2% | -1.6% |
| 3Y | +88.5% | +50.3% | +38.3% | +42.7% |
| 5Y | +60.6% | +56.7% | +4.0% | +16.4% |
| 10Y | +298.0% | +153.9% | +144.1% | +115.0% |
| All | +679.9% | +1,533.9% | -854.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling