+60.6%
SCHW vs CB
+98.7%
-38.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.8% | -2.8% | 0.0% | -1.4% |
| 30D | -0.1% | -2.4% | +2.4% | +1.1% |
| 3M | +20.6% | +2.8% | +17.8% | +18.5% |
| 6M | +15.9% | +4.8% | +11.2% | +12.6% |
| YTD | +8.5% | +9.2% | -0.7% | +2.8% |
| 1Y | +17.8% | +22.8% | -5.0% | +4.4% |
| 3Y | +88.5% | +71.1% | +17.4% | +29.0% |
| 5Y | +60.6% | +101.0% | -40.4% | -4.9% |
| All | +60.6% | +98.7% | -38.1% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling