+220,816.6%
CSCO vs SCHW
+47,728.6%
+173,088.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | 0.0% | -1.6% | +1.5% | +0.5% |
| 30D | -10.7% | -1.1% | -9.7% | -10.5% |
| 3M | -8.7% | +20.4% | -29.1% | -15.2% |
| 6M | +44.9% | +13.6% | +31.3% | +36.8% |
| YTD | +44.1% | +7.7% | +36.4% | +38.5% |
| 1Y | +65.9% | +15.2% | +50.7% | +55.0% |
| 3Y | +109.0% | +87.1% | +21.9% | +59.1% |
| 5Y | +114.8% | +57.5% | +57.3% | +65.3% |
| 10Y | +377.3% | +295.1% | +82.2% | +141.2% |
| All | +220,816.6% | +47,728.6% | +173,088.0% | +15,410.4% |
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