-3.1%
CMG vs SCHW
+59.3%
-62.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 6M | +6.9% | +16.5% | -9.5% | +2.6% |
| YTD | -2.2% | +8.4% | -10.6% | -4.5% |
| 1Y | -7.1% | +15.6% | -22.7% | -10.7% |
| 3Y | -7.1% | +86.8% | -94.0% | -21.2% |
| All | -3.1% | +59.3% | -62.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling