+51,225.6%
SCHW vs CAG
+588.0%
+50,637.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -6.6% | +5.0% | +0.6% |
| 30D | -1.1% | +2.3% | -3.4% | -1.9% |
| 3M | +20.4% | +16.3% | +4.1% | +14.0% |
| 6M | +13.6% | -16.0% | +29.7% | +19.0% |
| YTD | +7.7% | -7.7% | +15.4% | +8.7% |
| 1Y | +15.2% | -16.0% | +31.2% | +19.4% |
| 3Y | +87.1% | -37.7% | +124.8% | +109.6% |
| 5Y | +57.5% | -41.2% | +98.7% | +78.8% |
| 10Y | +295.1% | -33.8% | +328.9% | +296.7% |
| All | +51,225.6% | +588.0% | +50,637.6% | +18,889.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling