+0.8%
SCHW vs CAG
-6.8%
+7.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.4% | +4.5% |
| 7D | +5.2% | +9.7% | -4.5% | +5.1% |
| 30D | -4.7% | +15.8% | -20.5% | -4.7% |
| 3M | -11.9% | +1.8% | -13.7% | -12.0% |
| 6M | +2.7% | +11.5% | -8.8% | +2.6% |
| YTD | -5.6% | -6.7% | +1.1% | -6.8% |
| 1Y | +0.8% | -5.6% | +6.4% | -1.3% |
| All | +0.8% | -6.8% | +7.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling