+60.6%
SCHW vs CP
+32.2%
+28.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -2.8% | -2.7% | -0.1% | -1.5% |
| 30D | -0.1% | -3.4% | +3.3% | +1.4% |
| 3M | +20.6% | -0.6% | +21.2% | +20.5% |
| 6M | +15.9% | +6.3% | +9.6% | +11.5% |
| YTD | +8.5% | +21.2% | -12.7% | -3.0% |
| 1Y | +17.8% | +20.0% | -2.2% | +5.7% |
| 3Y | +88.5% | +18.7% | +69.8% | +63.7% |
| 5Y | +60.6% | +34.8% | +25.9% | +18.5% |
| All | +60.6% | +32.2% | +28.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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