+59.6%
SCHW vs CAG
-42.7%
+102.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.1% |
| 7D | -2.8% | -5.9% | +3.1% | -2.0% |
| 30D | -0.1% | -1.5% | +1.5% | +0.1% |
| 3M | +20.6% | +11.5% | +9.1% | +18.4% |
| 6M | +15.9% | -15.7% | +31.6% | +18.9% |
| YTD | +8.5% | -10.2% | +18.7% | +9.5% |
| 1Y | +17.8% | -18.1% | +35.9% | +21.0% |
| 3Y | +88.5% | -39.4% | +127.9% | +103.9% |
| All | +59.6% | -42.7% | +102.3% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling