+107.7%
COST vs SCHW
+59.3%
+48.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | -7.1% | +21.3% | -28.4% | -10.4% |
| 6M | -8.5% | +16.5% | -25.0% | -11.3% |
| YTD | +5.4% | +8.4% | -3.0% | +3.4% |
| 1Y | -5.6% | +15.6% | -21.3% | -8.6% |
| 3Y | +68.5% | +86.8% | -18.4% | +46.1% |
| All | +107.7% | +59.3% | +48.4% | +80.6% |
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