+59.7%
SCHW vs CSGP
-65.4%
+125.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -1.3% | -5.1% | +3.8% | +0.1% |
| 30D | -0.4% | +0.3% | -0.7% | -0.8% |
| 3M | +21.7% | -9.1% | +30.8% | +24.0% |
| 6M | +13.0% | -37.3% | +50.2% | +27.6% |
| YTD | +8.0% | -54.9% | +62.9% | +33.4% |
| 1Y | +15.8% | -65.5% | +81.4% | +55.2% |
| 3Y | +87.7% | -63.3% | +151.0% | +139.4% |
| 5Y | +59.7% | -65.8% | +125.4% | +100.5% |
| All | +59.7% | -65.4% | +125.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling