+44,849.9%
SCHW vs CASY
+34,208.5%
+10,641.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | +2.0% | +3.6% | -1.6% | +0.8% |
| 30D | -3.6% | +9.1% | -12.7% | -6.6% |
| 3M | -15.0% | -16.5% | +1.5% | -10.4% |
| 6M | +2.6% | -19.7% | +22.3% | +8.1% |
| YTD | -5.7% | +29.3% | -34.9% | -16.3% |
| 1Y | -0.9% | +33.1% | -34.0% | -13.2% |
| 3Y | +79.4% | +158.5% | -79.1% | +21.0% |
| 5Y | +21.2% | +266.7% | -245.5% | -28.5% |
| 10Y | +193.3% | +553.5% | -360.2% | +37.8% |
| All | +44,849.9% | +34,208.5% | +10,641.4% | +6,773.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling