+295.1%
SCHW vs CSGP
+37.7%
+257.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | -1.6% | -5.4% | +3.8% | +0.1% |
| 30D | -1.1% | -6.0% | +5.0% | +0.5% |
| 3M | +20.4% | -12.8% | +33.2% | +24.4% |
| 6M | +13.6% | -38.9% | +52.5% | +30.4% |
| YTD | +7.7% | -56.0% | +63.7% | +35.6% |
| 1Y | +15.2% | -66.4% | +81.6% | +57.7% |
| 3Y | +87.1% | -64.2% | +151.3% | +144.3% |
| 5Y | +57.5% | -67.0% | +124.5% | +104.8% |
| 10Y | +295.1% | +43.8% | +251.3% | +216.1% |
| All | +295.1% | +37.7% | +257.4% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling