+295.2%
SCHW vs CPRT
+392.8%
-97.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.5% |
| 7D | -2.8% | -8.4% | +5.7% | +1.0% |
| 30D | -0.1% | +4.6% | -4.6% | -2.5% |
| 3M | +20.6% | -1.9% | +22.5% | +20.1% |
| 6M | +15.9% | -15.3% | +31.3% | +23.3% |
| YTD | +8.5% | -21.5% | +29.9% | +18.9% |
| 1Y | +17.8% | -36.6% | +54.5% | +42.5% |
| 3Y | +88.5% | -31.2% | +119.7% | +114.3% |
| 5Y | +60.6% | -14.1% | +74.8% | +59.2% |
| All | +295.2% | +392.8% | -97.6% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling