+295.2%
SCHW vs CF
+606.5%
-311.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -0.1% | +15.3% | -15.3% | -4.0% |
| 3M | +20.6% | +24.3% | -3.7% | +13.1% |
| 6M | +15.9% | +23.9% | -8.0% | +6.5% |
| YTD | +8.5% | +77.3% | -68.8% | -11.0% |
| 1Y | +17.8% | +58.7% | -40.8% | -0.4% |
| 3Y | +88.5% | +72.8% | +15.7% | +49.6% |
| 5Y | +60.6% | +228.8% | -168.1% | -5.9% |
| All | +295.2% | +606.5% | -311.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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