+59.6%
SCHW vs CG
-1.0%
+60.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.7% |
| 7D | -2.8% | -9.8% | +7.0% | +1.3% |
| 30D | -0.1% | -10.3% | +10.2% | +4.1% |
| 3M | +20.6% | -1.7% | +22.2% | +20.5% |
| 6M | +15.9% | -9.8% | +25.8% | +19.4% |
| YTD | +8.5% | -25.6% | +34.1% | +20.4% |
| 1Y | +17.8% | -32.5% | +50.4% | +35.5% |
| 3Y | +88.5% | +45.6% | +42.9% | +46.3% |
| All | +59.6% | -1.0% | +60.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling