+1,878.7%
SCHW vs CSGP
+3,334.4%
-1,455.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -0.8% | -4.1% | +3.3% | +0.5% |
| 30D | +1.5% | +2.3% | -0.8% | +0.3% |
| 3M | +24.6% | -8.2% | +32.7% | +26.8% |
| 6M | +14.5% | -35.1% | +49.6% | +29.8% |
| YTD | +10.5% | -54.0% | +64.5% | +38.5% |
| 1Y | +13.4% | -65.3% | +78.7% | +55.2% |
| 3Y | +88.3% | -62.6% | +150.8% | +145.3% |
| 5Y | +62.1% | -64.8% | +126.9% | +109.9% |
| 10Y | +297.3% | +45.1% | +252.2% | +205.5% |
| All | +1,878.7% | +3,334.4% | -1,455.8% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling