+60.3%
SCHD vs CHRW
+94.0%
-33.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -3.1% | +4.4% | -7.5% | -3.7% |
| 30D | -0.8% | +5.5% | -6.3% | -1.7% |
| 3M | +6.2% | -17.3% | +23.5% | +8.8% |
| 6M | +11.8% | -12.7% | +24.5% | +13.1% |
| YTD | +26.0% | -4.1% | +30.1% | +24.6% |
| 1Y | +28.1% | +21.2% | +6.9% | +20.7% |
| 3Y | +54.6% | +88.9% | -34.3% | +30.7% |
| 5Y | +60.3% | +93.1% | -32.8% | +33.4% |
| All | +60.3% | +94.0% | -33.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling