+59.5%
SCHW vs CPRT
-17.3%
+76.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -1.9% | -11.2% | +9.3% | +2.6% |
| 30D | -1.6% | +3.3% | -4.9% | -3.4% |
| 3M | +21.3% | -3.6% | +24.8% | +21.7% |
| 6M | +16.5% | -15.8% | +32.2% | +23.5% |
| YTD | +8.4% | -23.5% | +31.9% | +19.3% |
| 1Y | +15.6% | -38.8% | +54.4% | +40.3% |
| 3Y | +86.8% | -33.4% | +120.3% | +112.3% |
| All | +59.5% | -17.3% | +76.8% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling