+294.9%
SCHW vs CPRT
+380.0%
-85.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.1% |
| 7D | -1.9% | -11.2% | +9.3% | +3.3% |
| 30D | -1.6% | +3.3% | -4.9% | -3.6% |
| 3M | +21.3% | -3.6% | +24.8% | +21.7% |
| 6M | +16.5% | -15.8% | +32.2% | +24.1% |
| YTD | +8.4% | -23.5% | +31.9% | +20.2% |
| 1Y | +15.6% | -38.8% | +54.4% | +42.0% |
| 3Y | +86.8% | -33.4% | +120.3% | +115.5% |
| 5Y | +60.5% | -16.4% | +76.9% | +60.9% |
| All | +294.9% | +380.0% | -85.1% | +68.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling