+295.2%
SCHW vs CASY
+464.4%
-169.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.8% | -17.2% | +14.5% | +3.5% |
| 30D | -0.1% | -24.4% | +24.3% | +9.8% |
| 3M | +20.6% | -31.4% | +52.0% | +36.7% |
| 6M | +15.9% | -8.9% | +24.8% | +16.2% |
| YTD | +8.5% | +13.8% | -5.3% | -0.9% |
| 1Y | +17.8% | +17.0% | +0.9% | +6.0% |
| 3Y | +88.5% | +163.1% | -74.6% | +14.1% |
| 5Y | +60.6% | +239.0% | -178.4% | -14.8% |
| All | +295.2% | +464.4% | -169.2% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling