+59.5%
SCHW vs CI
+50.4%
+9.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.6% | +1.8% | -3.4% | -2.0% |
| 3M | +21.3% | -4.2% | +25.5% | +22.0% |
| 6M | +16.5% | +8.8% | +7.6% | +14.1% |
| YTD | +8.4% | +3.7% | +4.7% | +7.1% |
| 1Y | +15.6% | -6.1% | +21.8% | +16.0% |
| 3Y | +86.8% | +4.5% | +82.4% | +75.4% |
| All | +59.5% | +50.4% | +9.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling