+60.6%
SCHW vs CPB
-40.6%
+101.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.0% |
| 7D | -2.8% | -5.4% | +2.6% | -2.5% |
| 30D | -0.1% | -7.8% | +7.8% | +0.3% |
| 3M | +20.6% | -6.9% | +27.5% | +20.9% |
| 6M | +15.9% | -12.2% | +28.1% | +16.7% |
| YTD | +8.5% | -21.1% | +29.6% | +9.9% |
| 1Y | +17.8% | -33.5% | +51.4% | +21.0% |
| 3Y | +88.5% | -43.2% | +131.7% | +94.5% |
| 5Y | +60.6% | -40.9% | +101.5% | +61.8% |
| All | +60.6% | -40.6% | +101.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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