+294.9%
SCHW vs CG
+314.7%
-19.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | -1.9% | -9.9% | +8.0% | +2.6% |
| 30D | -1.6% | -11.7% | +10.0% | +3.5% |
| 3M | +21.3% | -4.3% | +25.5% | +22.6% |
| 6M | +16.5% | -8.8% | +25.2% | +19.6% |
| YTD | +8.4% | -26.9% | +35.3% | +22.1% |
| 1Y | +15.6% | -35.4% | +51.1% | +37.0% |
| 3Y | +86.8% | +43.0% | +43.8% | +44.6% |
| 5Y | +60.5% | +1.9% | +58.6% | +39.9% |
| All | +294.9% | +314.7% | -19.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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