+294.9%
SCHW vs CASY
+453.5%
-158.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -1.9% | -18.6% | +16.7% | +5.0% |
| 30D | -1.6% | -26.6% | +25.0% | +9.2% |
| 3M | +21.3% | -32.8% | +54.0% | +38.4% |
| 6M | +16.5% | -10.0% | +26.5% | +17.2% |
| YTD | +8.4% | +11.6% | -3.2% | -0.3% |
| 1Y | +15.6% | +11.5% | +4.1% | +6.0% |
| 3Y | +86.8% | +160.7% | -73.8% | +13.3% |
| 5Y | +60.5% | +232.4% | -171.9% | -14.3% |
| All | +294.9% | +453.5% | -158.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CASY 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling