+312.6%
SCHW vs CFG
+390.8%
-78.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -1.3% | +2.7% | -4.0% | -2.9% |
| 30D | -0.4% | -3.7% | +3.3% | +1.8% |
| 3M | +21.7% | +9.5% | +12.2% | +14.7% |
| 6M | +13.0% | +22.2% | -9.3% | -0.8% |
| YTD | +8.0% | +22.3% | -14.3% | -5.6% |
| 1Y | +15.8% | +39.4% | -23.6% | -7.1% |
| 3Y | +87.7% | +188.5% | -100.8% | -8.6% |
| 5Y | +59.7% | +101.5% | -41.9% | -4.1% |
| 10Y | +292.9% | +308.6% | -15.8% | +28.7% |
| All | +312.6% | +390.8% | -78.2% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling