+59.5%
SCHW vs CFG
+99.1%
-39.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.8% |
| 7D | -1.9% | -0.4% | -1.4% | -1.6% |
| 30D | -1.6% | -4.6% | +3.0% | +1.0% |
| 3M | +21.3% | +6.7% | +14.6% | +16.4% |
| 6M | +16.5% | +22.1% | -5.6% | +3.0% |
| YTD | +8.4% | +23.2% | -14.8% | -5.1% |
| 1Y | +15.6% | +40.3% | -24.6% | -6.7% |
| 3Y | +86.8% | +187.9% | -101.0% | -9.7% |
| All | +59.5% | +99.1% | -39.6% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling