+85.6%
SCHW vs CFG
+182.2%
-96.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -1.1% | -4.5% | +3.5% | +0.9% |
| 3M | +20.4% | +6.3% | +14.0% | +16.7% |
| 6M | +13.6% | +20.6% | -7.0% | +3.8% |
| YTD | +7.7% | +21.2% | -13.5% | -2.2% |
| 1Y | +15.2% | +38.2% | -23.0% | -1.8% |
| All | +85.6% | +182.2% | -96.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling