+270.0%
CHRW vs SCHG
+1,127.0%
-857.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +4.1% | -0.9% | +4.9% | +4.6% |
| 30D | +1.9% | -2.3% | +4.2% | +3.2% |
| 3M | -21.2% | +4.5% | -25.7% | -23.3% |
| 6M | -16.7% | +13.6% | -30.2% | -22.8% |
| YTD | -5.4% | +7.6% | -12.9% | -9.6% |
| 1Y | +21.2% | +13.0% | +8.1% | +12.3% |
| 3Y | +86.5% | +87.0% | -0.5% | +26.3% |
| 5Y | +93.0% | +82.9% | +10.2% | +29.2% |
| 10Y | +174.5% | +453.6% | -279.1% | -20.8% |
| All | +270.0% | +1,127.0% | -857.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SCHG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling