+187.9%
SCHW vs CMS
+140.2%
+47.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.3% |
| 7D | +2.0% | +1.7% | +0.2% | +1.5% |
| 30D | -3.6% | +6.2% | -9.8% | -5.1% |
| 3M | -15.0% | +0.6% | -15.6% | -15.2% |
| 6M | +2.6% | -1.8% | +4.4% | +2.8% |
| YTD | -5.7% | +3.8% | -9.5% | -7.3% |
| 1Y | -0.9% | -1.8% | +0.9% | -1.1% |
| 3Y | +79.4% | +39.8% | +39.6% | +59.9% |
| 5Y | +21.2% | +37.1% | -15.9% | +7.7% |
| All | +187.9% | +140.2% | +47.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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