+68.5%
COST vs SCHW
+86.6%
-18.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -4.7% | -1.6% | -3.1% | -4.5% |
| 3M | -7.1% | +21.3% | -28.4% | -9.5% |
| 6M | -8.5% | +16.5% | -25.0% | -10.6% |
| YTD | +5.4% | +8.4% | -3.0% | +4.1% |
| 1Y | -5.6% | +15.6% | -21.3% | -7.8% |
| 3Y | +68.5% | +86.8% | -18.4% | +54.2% |
| All | +68.5% | +86.6% | -18.1% | +54.2% |
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