+0.8%
SCHW vs CSGP
-53.2%
+54.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +4.1% |
| 7D | +5.2% | +18.3% | -13.1% | +3.0% |
| 30D | -4.7% | +17.8% | -22.5% | -7.2% |
| 3M | -11.9% | +9.3% | -21.2% | -13.4% |
| 6M | +2.7% | -7.9% | +10.6% | +3.1% |
| YTD | -5.6% | -51.5% | +45.9% | +4.5% |
| 1Y | +0.8% | -53.3% | +54.1% | +12.1% |
| All | +0.8% | -53.2% | +54.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling