-7.1%
CMG vs SCHW
+86.6%
-93.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +10.9% | -1.6% | +12.5% | +11.3% |
| 3M | +15.8% | +21.3% | -5.4% | +10.1% |
| 6M | +6.9% | +16.5% | -9.5% | +2.5% |
| YTD | -2.2% | +8.4% | -10.6% | -4.5% |
| 1Y | -7.1% | +15.6% | -22.7% | -10.6% |
| 3Y | -7.1% | +86.8% | -94.0% | -17.4% |
| All | -7.1% | +86.6% | -93.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 3y: compounded portfolio wealth divided by compounded SCHW 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…
3y analysis · Full analysis span regression · 6 months rolling