+59.6%
SCHW vs CMS
+23.3%
+36.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -2.8% | -1.3% | -1.4% | -2.5% |
| 30D | -0.1% | -2.8% | +2.7% | +0.5% |
| 3M | +20.6% | -7.1% | +27.7% | +22.2% |
| 6M | +15.9% | -10.0% | +26.0% | +18.1% |
| YTD | +8.5% | -0.9% | +9.4% | +7.8% |
| 1Y | +17.8% | -2.0% | +19.8% | +17.3% |
| 3Y | +88.5% | +33.0% | +55.5% | +70.9% |
| All | +59.6% | +23.3% | +36.3% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling