+11,570.3%
COST vs SCHW
+52,067.9%
-40,497.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -4.4% | -0.1% | -4.4% | -4.4% |
| 3M | -8.1% | +20.6% | -28.7% | -11.8% |
| 6M | -9.2% | +15.9% | -25.2% | -12.4% |
| YTD | +5.1% | +8.5% | -3.4% | +2.7% |
| 1Y | -5.1% | +17.8% | -22.9% | -9.0% |
| 3Y | +70.4% | +88.5% | -18.2% | +45.3% |
| 5Y | +104.7% | +60.6% | +44.1% | +76.2% |
| 10Y | +608.8% | +298.0% | +310.8% | +373.0% |
| All | +11,570.3% | +52,067.9% | -40,497.6% | +1,768.1% |
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