+1,556.4%
SCHW vs CSGP
+3,294.4%
-1,738.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | +0.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.4% |
| 30D | -4.3% | +10.7% | -15.0% | -8.4% |
| 3M | -14.8% | +3.3% | -18.1% | -17.0% |
| 6M | -0.1% | -10.3% | +10.3% | +1.0% |
| YTD | -7.5% | -54.6% | +47.0% | +15.0% |
| 1Y | -1.6% | -54.6% | +53.0% | +22.2% |
| 3Y | +71.4% | -60.3% | +131.8% | +116.7% |
| 5Y | +20.5% | -63.3% | +83.8% | +52.3% |
| 10Y | +236.5% | +66.5% | +170.1% | +144.7% |
| All | +1,556.4% | +3,294.4% | -1,738.0% | +335.9% |
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