+122.5%
CRWV vs SCHW
+37.9%
+84.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.8% |
| 30D | -17.4% | -1.6% | -15.8% | -16.9% |
| 3M | -7.1% | +21.3% | -28.3% | -22.6% |
| 6M | +8.6% | +16.5% | -7.9% | -7.6% |
| YTD | +24.3% | +8.4% | +15.9% | +14.7% |
| 1Y | -21.0% | +15.6% | -36.7% | -31.4% |
| All | +122.5% | +37.9% | +84.6% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling