+59.7%
SCHW vs CVE
+327.8%
-268.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -0.4% | +17.5% | -17.9% | -3.7% |
| 3M | +21.7% | +16.2% | +5.5% | +17.5% |
| 6M | +13.0% | +47.8% | -34.8% | +2.9% |
| YTD | +8.0% | +98.5% | -90.5% | -8.6% |
| 1Y | +15.8% | +109.8% | -93.9% | -3.7% |
| 3Y | +87.7% | +75.5% | +12.3% | +58.6% |
| 5Y | +59.7% | +341.6% | -281.9% | -7.9% |
| All | +59.7% | +327.8% | -268.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling