+97.0%
SCHW vs CSGP
-62.7%
+159.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | +1.5% | +2.3% | -0.8% | +0.8% |
| 3M | +24.6% | -8.2% | +32.7% | +26.1% |
| 6M | +14.5% | -35.1% | +49.6% | +24.6% |
| YTD | +10.5% | -54.0% | +64.5% | +29.3% |
| 1Y | +13.4% | -65.3% | +78.7% | +42.1% |
| All | +97.0% | -62.7% | +159.7% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling