+104.6%
CSCO vs SCHW
+86.8%
+17.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.9% |
| 7D | -1.1% | -2.8% | +1.7% | -0.6% |
| 30D | -10.8% | -0.1% | -10.7% | -10.9% |
| 3M | -9.2% | +20.6% | -29.8% | -12.5% |
| 6M | +39.5% | +15.9% | +23.6% | +35.0% |
| YTD | +41.5% | +8.5% | +33.0% | +38.8% |
| 1Y | +61.0% | +17.8% | +43.1% | +54.5% |
| All | +104.6% | +86.8% | +17.8% | +78.1% |
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 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