+59.4%
SCHW vs CASY
+231.3%
-171.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +13.9% | +3.2% |
| 7D | -1.6% | -16.5% | +15.0% | +2.7% |
| 30D | -1.1% | -26.4% | +25.3% | +6.5% |
| 3M | +20.4% | -17.3% | +37.7% | +24.4% |
| 6M | +13.6% | -5.2% | +18.8% | +11.9% |
| YTD | +7.7% | +14.1% | -6.4% | -0.3% |
| 1Y | +15.2% | +16.6% | -1.4% | +5.5% |
| 3Y | +87.1% | +163.7% | -76.6% | +19.6% |
| All | +59.4% | +231.3% | -171.8% | -13.3% |
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