+51,225.6%
SCHW vs CTAS
+23,079.4%
+28,146.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +1.0% | -2.6% | -2.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +20.4% | +11.5% | +8.9% | +12.7% |
| 6M | +13.6% | +0.2% | +13.5% | +12.1% |
| YTD | +7.7% | +7.2% | +0.5% | +2.1% |
| 1Y | +15.2% | 0.0% | +15.2% | +13.1% |
| 3Y | +87.1% | +65.9% | +21.2% | +36.2% |
| 5Y | +57.5% | +109.6% | -52.1% | 0.0% |
| 10Y | +295.1% | +683.8% | -388.6% | +17.5% |
| All | +51,225.6% | +23,079.4% | +28,146.2% | +4,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling