+295.2%
SCHW vs CI
+144.3%
+150.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.4% |
| 7D | -2.8% | -1.3% | -1.4% | -2.3% |
| 30D | -0.1% | +3.1% | -3.2% | -1.1% |
| 3M | +20.6% | -4.5% | +25.1% | +22.0% |
| 6M | +15.9% | +8.3% | +7.7% | +11.9% |
| YTD | +8.5% | +3.8% | +4.7% | +6.0% |
| 1Y | +17.8% | -5.0% | +22.9% | +17.4% |
| 3Y | +88.5% | +5.8% | +82.8% | +71.9% |
| 5Y | +60.6% | +50.6% | +10.0% | +23.0% |
| All | +295.2% | +144.3% | +150.9% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling