+51,384.6%
SCHW vs CPB
+333.3%
+51,051.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.8% |
| 7D | -1.3% | -8.2% | +6.9% | +1.2% |
| 30D | -0.4% | -5.6% | +5.2% | +1.1% |
| 3M | +21.7% | +3.0% | +18.7% | +19.7% |
| 6M | +13.0% | -12.7% | +25.7% | +16.5% |
| YTD | +8.0% | -18.0% | +26.0% | +13.1% |
| 1Y | +15.8% | -31.7% | +47.6% | +28.1% |
| 3Y | +87.7% | -41.0% | +128.7% | +111.8% |
| 5Y | +59.7% | -38.4% | +98.1% | +74.7% |
| 10Y | +292.9% | -45.0% | +337.8% | +316.0% |
| All | +51,384.6% | +333.3% | +51,051.3% | +24,607.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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