+13.4%
SCHW vs CI
-4.0%
+17.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +1.5% | +4.4% | -3.0% | +1.3% |
| 3M | +24.6% | +0.7% | +23.9% | +24.4% |
| 6M | +14.5% | +0.3% | +14.2% | +14.5% |
| YTD | +10.5% | +3.8% | +6.7% | +10.5% |
| 1Y | +13.4% | -5.5% | +18.9% | +12.4% |
| All | +13.4% | -4.0% | +17.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling