+829.2%
SCHW vs CG
+323.7%
+505.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.4% |
| 7D | -1.6% | -6.4% | +4.9% | +1.2% |
| 30D | -1.1% | -7.1% | +6.0% | +1.8% |
| 3M | +20.4% | -1.6% | +22.0% | +20.2% |
| 6M | +13.6% | -8.3% | +22.0% | +16.4% |
| YTD | +7.7% | -23.8% | +31.5% | +18.9% |
| 1Y | +15.2% | -28.7% | +43.9% | +30.2% |
| 3Y | +87.1% | +49.2% | +38.0% | +44.7% |
| 5Y | +57.5% | +5.5% | +52.0% | +36.6% |
| 10Y | +295.1% | +331.2% | -36.1% | +81.1% |
| All | +829.2% | +323.7% | +505.5% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling