+295.2%
SCHW vs CFG
+311.8%
-16.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -2.8% | -1.7% | -1.1% | -1.8% |
| 30D | -0.1% | -4.6% | +4.6% | +2.6% |
| 3M | +20.6% | +7.9% | +12.7% | +14.9% |
| 6M | +15.9% | +19.9% | -3.9% | +3.6% |
| YTD | +8.5% | +21.7% | -13.2% | -4.3% |
| 1Y | +17.8% | +38.4% | -20.6% | -4.0% |
| 3Y | +88.5% | +187.0% | -98.5% | -4.5% |
| 5Y | +60.6% | +99.5% | -38.9% | -0.2% |
| All | +295.2% | +311.8% | -16.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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