+187.9%
SCHW vs CB
+250.2%
-62.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.1% |
| 7D | +2.0% | +2.9% | -1.0% | +0.2% |
| 30D | -3.6% | +7.3% | -10.9% | -7.7% |
| 3M | -15.0% | +9.4% | -24.4% | -19.6% |
| 6M | +2.6% | +19.6% | -17.0% | -8.5% |
| YTD | -5.7% | +21.5% | -27.2% | -17.3% |
| 1Y | -0.9% | +28.0% | -28.9% | -16.0% |
| 3Y | +79.4% | +74.9% | +4.5% | +20.3% |
| 5Y | +21.2% | +108.1% | -86.9% | -28.3% |
| All | +187.9% | +250.2% | -62.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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