+51,384.6%
SCHW vs CMS
+460.5%
+50,924.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | -0.4% | -3.2% | +2.8% | +0.7% |
| 3M | +21.7% | -2.2% | +23.9% | +22.4% |
| 6M | +13.0% | -9.4% | +22.4% | +16.5% |
| YTD | +8.0% | +0.7% | +7.3% | +7.0% |
| 1Y | +15.8% | +0.4% | +15.5% | +14.6% |
| 3Y | +87.7% | +35.2% | +52.6% | +65.0% |
| 5Y | +59.7% | +24.1% | +35.5% | +42.8% |
| 10Y | +292.9% | +115.8% | +177.1% | +176.5% |
| All | +51,384.6% | +460.5% | +50,924.1% | +21,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling