+51,384.6%
SCHW vs CASY
+35,206.2%
+16,178.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.2% |
| 7D | -1.3% | -4.4% | +3.1% | +0.2% |
| 30D | -0.4% | -12.0% | +11.7% | +4.0% |
| 3M | +21.7% | -2.3% | +24.0% | +20.9% |
| 6M | +13.0% | +10.5% | +2.4% | +7.0% |
| YTD | +8.0% | +33.0% | -25.0% | -4.3% |
| 1Y | +15.8% | +41.1% | -25.3% | +0.1% |
| 3Y | +87.7% | +207.5% | -119.8% | +19.6% |
| 5Y | +59.7% | +290.7% | -231.1% | -7.1% |
| 10Y | +292.9% | +556.5% | -263.6% | +85.7% |
| All | +51,384.6% | +35,206.2% | +16,178.4% | +7,762.4% |
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