+51,384.5%
SCHW vs CI
+7,450.8%
+43,933.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -1.3% | -2.0% | +0.7% | -0.5% |
| 30D | -0.4% | -1.8% | +1.4% | +0.3% |
| 3M | +21.7% | -4.2% | +25.9% | +23.2% |
| 6M | +13.0% | +2.7% | +10.3% | +10.7% |
| YTD | +8.0% | +1.9% | +6.1% | +5.9% |
| 1Y | +15.8% | -6.3% | +22.1% | +15.6% |
| 3Y | +87.7% | +3.9% | +83.9% | +72.0% |
| 5Y | +59.7% | +41.9% | +17.8% | +27.0% |
| 10Y | +292.9% | +140.4% | +152.5% | +137.4% |
| All | +51,384.5% | +7,450.8% | +43,933.7% | +4,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling