+21.5%
SCHW vs CASY
+266.7%
-245.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | +2.0% | +3.6% | -1.6% | +1.2% |
| 30D | -3.6% | +9.1% | -12.7% | -5.7% |
| 3M | -15.0% | -16.5% | +1.5% | -11.4% |
| 6M | +2.6% | -19.7% | +22.3% | +7.5% |
| YTD | -5.7% | +29.3% | -34.9% | -15.3% |
| 1Y | -0.9% | +33.1% | -34.0% | -12.1% |
| 3Y | +79.4% | +158.5% | -79.1% | +20.7% |
| All | +21.5% | +266.7% | -245.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling