+295.1%
SCHW vs CVE
+167.0%
+128.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | -1.1% | +13.2% | -14.2% | -4.0% |
| 3M | +20.4% | +21.7% | -1.3% | +14.4% |
| 6M | +13.6% | +48.4% | -34.7% | +2.4% |
| YTD | +7.7% | +100.1% | -92.4% | -10.1% |
| 1Y | +15.2% | +107.8% | -92.7% | -5.1% |
| 3Y | +87.1% | +76.9% | +10.2% | +56.7% |
| 5Y | +57.5% | +346.2% | -288.7% | +1.0% |
| 10Y | +295.1% | +173.5% | +121.6% | +123.6% |
| All | +295.1% | +167.0% | +128.2% | +123.6% |
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