+122.0%
CSCO vs SCHW
+59.3%
+62.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -1.9% | +4.5% | +3.1% |
| 30D | -9.5% | -1.6% | -7.9% | -9.3% |
| 3M | -7.6% | +21.3% | -28.9% | -11.4% |
| 6M | +44.9% | +16.5% | +28.4% | +39.6% |
| YTD | +47.7% | +8.4% | +39.3% | +44.4% |
| 1Y | +69.1% | +15.6% | +53.5% | +62.7% |
| 3Y | +113.5% | +86.8% | +26.7% | +83.0% |
| All | +122.0% | +59.3% | +62.7% | +87.8% |
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