+86.8%
SCHW vs CTAS
+67.2%
+19.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -1.6% | -0.7% | -0.9% | -1.4% |
| 3M | +21.3% | +11.1% | +10.2% | +17.3% |
| 6M | +16.5% | +2.1% | +14.4% | +15.5% |
| YTD | +8.4% | +8.0% | +0.5% | +5.3% |
| 1Y | +15.6% | -0.5% | +16.1% | +15.4% |
| 3Y | +86.8% | +66.2% | +20.6% | +50.1% |
| All | +86.8% | +67.2% | +19.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling