+183.0%
SCHW vs CF
+478.3%
-295.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -0.9% | +5.4% | -6.3% | -2.3% |
| 30D | -4.4% | +6.5% | -10.9% | -6.2% |
| 3M | -15.9% | +4.6% | -20.5% | -17.4% |
| 6M | +2.0% | -3.3% | +5.3% | +1.8% |
| YTD | -7.3% | +63.9% | -71.2% | -22.7% |
| 1Y | -4.9% | +50.4% | -55.4% | -18.7% |
| 3Y | +74.9% | +68.2% | +6.6% | +38.7% |
| 5Y | +19.2% | +113.8% | -94.7% | -18.8% |
| All | +183.0% | +478.3% | -295.3% | +34.0% |
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