+15.7%
SCHW vs CPRT
-36.7%
+52.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.2% |
| 7D | -2.8% | -8.4% | +5.7% | -1.7% |
| 30D | -0.1% | +4.6% | -4.6% | -0.7% |
| 3M | +20.6% | -1.9% | +22.5% | +20.5% |
| 6M | +15.9% | -15.3% | +31.3% | +18.0% |
| YTD | +8.5% | -21.5% | +29.9% | +10.9% |
| All | +15.7% | -36.7% | +52.4% | +16.8% |
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