+4,005.7%
CMG vs SCHW
+864.7%
+3,141.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -3.8% | -2.8% | -1.1% | -3.0% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +18.8% | +20.6% | -1.8% | +11.4% |
| 6M | +4.1% | +15.9% | -11.9% | -1.3% |
| YTD | -2.4% | +8.5% | -10.8% | -5.5% |
| 1Y | -6.7% | +17.8% | -24.5% | -12.1% |
| 3Y | -7.1% | +88.5% | -95.7% | -26.6% |
| 5Y | -5.0% | +60.6% | -65.6% | -24.0% |
| 10Y | +323.5% | +298.0% | +25.5% | +121.4% |
| All | +4,005.7% | +864.7% | +3,141.0% | +964.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling