+13.4%
SCHW vs CVE
+99.6%
-86.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | +1.5% | +16.7% | -15.3% | +1.7% |
| 3M | +24.6% | +9.3% | +15.3% | +25.0% |
| 6M | +14.5% | +43.6% | -29.1% | +14.0% |
| YTD | +10.5% | +93.6% | -83.1% | +6.6% |
| 1Y | +13.4% | +98.8% | -85.4% | +10.1% |
| All | +13.4% | +99.6% | -86.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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