+269.1%
CHRW vs SCHG
+1,135.4%
-866.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +0.9% | -1.5% | +2.4% | +1.8% |
| 3M | -19.9% | +4.4% | -24.3% | -22.0% |
| 6M | -15.8% | +15.7% | -31.5% | -22.8% |
| YTD | -5.6% | +8.3% | -13.9% | -10.1% |
| 1Y | +21.0% | +14.2% | +6.8% | +11.5% |
| 3Y | +86.0% | +88.3% | -2.2% | +25.5% |
| 5Y | +88.6% | +83.5% | +5.2% | +26.1% |
| 10Y | +169.3% | +444.2% | -274.9% | -21.1% |
| All | +269.1% | +1,135.4% | -866.3% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling