+174.7%
SCHW vs CTVA
+210.9%
-36.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -2.8% | -4.7% | +1.9% | -0.6% |
| 30D | -0.1% | +11.1% | -11.1% | -4.9% |
| 3M | +20.6% | +13.7% | +6.9% | +12.4% |
| 6M | +15.9% | +11.2% | +4.7% | +8.6% |
| YTD | +8.5% | +26.9% | -18.4% | -5.0% |
| 1Y | +17.8% | +18.8% | -1.0% | +5.9% |
| 3Y | +88.5% | +75.9% | +12.6% | +34.2% |
| 5Y | +60.6% | +105.2% | -44.6% | +3.3% |
| All | +174.7% | +210.9% | -36.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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