+619.9%
SCHW vs CVE
+89.9%
+530.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.5% |
| 30D | +1.5% | +16.7% | -15.3% | -2.8% |
| 3M | +24.6% | +9.3% | +15.3% | +20.7% |
| 6M | +14.5% | +43.6% | -29.1% | +2.5% |
| YTD | +10.5% | +93.6% | -83.1% | -9.4% |
| 1Y | +13.4% | +98.8% | -85.4% | -8.0% |
| 3Y | +88.3% | +73.6% | +14.7% | +54.3% |
| 5Y | +62.1% | +312.5% | -250.4% | -1.0% |
| 10Y | +297.3% | +161.0% | +136.2% | +127.7% |
| All | +619.9% | +89.9% | +530.0% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling