+511.1%
SCHW vs CVE
+67.5%
+443.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.4% | -10.8% | +6.4% | -1.9% |
| 3M | -13.6% | -4.3% | -9.3% | -13.2% |
| 6M | +5.9% | -1.5% | +7.4% | +4.8% |
| YTD | -6.2% | +70.7% | -76.9% | -21.0% |
| 1Y | -2.2% | +58.1% | -60.3% | -15.9% |
| 3Y | +76.9% | +69.8% | +7.1% | +45.1% |
| 5Y | +21.6% | +148.9% | -127.3% | -14.7% |
| 10Y | +191.7% | +143.5% | +48.1% | +68.9% |
| All | +511.1% | +67.5% | +443.7% | +302.2% |
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