+199.3%
SCHW vs CVE
+132.7%
+66.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.2% | -10.0% | +14.2% | +6.5% |
| 30D | -3.8% | -11.9% | +8.1% | -1.4% |
| 3M | -13.6% | -5.9% | -7.7% | -12.9% |
| 6M | +5.3% | -1.6% | +6.9% | +4.4% |
| YTD | -6.0% | +66.3% | -72.2% | -18.5% |
| 1Y | -1.4% | +57.5% | -58.9% | -13.5% |
| 3Y | +77.4% | +65.4% | +12.0% | +50.1% |
| 5Y | +22.9% | +144.2% | -121.3% | -9.1% |
| 10Y | +199.3% | +135.5% | +63.7% | +70.6% |
| All | +199.3% | +132.7% | +66.5% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling