+294.9%
SCHW vs CMS
+118.9%
+176.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | -1.6% | -4.1% | +2.5% | -0.6% |
| 3M | +21.3% | -7.1% | +28.3% | +23.4% |
| 6M | +16.5% | -10.1% | +26.5% | +19.3% |
| YTD | +8.4% | -1.7% | +10.1% | +8.2% |
| 1Y | +15.6% | -3.4% | +19.0% | +15.8% |
| 3Y | +86.8% | +31.6% | +55.3% | +69.8% |
| 5Y | +60.5% | +23.3% | +37.2% | +47.3% |
| All | +294.9% | +118.9% | +176.0% | +299.0% |
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