+0.8%
SCHW vs CPRT
-24.7%
+25.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +4.0% |
| 7D | +5.2% | +12.6% | -7.4% | +3.8% |
| 30D | -4.7% | +18.0% | -22.7% | -6.4% |
| 3M | -11.9% | +11.0% | -22.9% | -13.1% |
| 6M | +2.7% | -2.0% | +4.7% | +3.2% |
| YTD | -5.6% | -16.7% | +11.1% | -3.5% |
| 1Y | +0.8% | -23.9% | +24.6% | +2.7% |
| All | +0.8% | -24.7% | +25.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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