+553.0%
SCHD vs CHRW
+189.3%
+363.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -2.6% | +4.1% | -6.7% | -3.6% |
| 30D | -0.3% | +1.9% | -2.2% | -0.8% |
| 3M | +6.1% | -21.2% | +27.2% | +11.4% |
| 6M | +11.7% | -16.7% | +28.4% | +15.1% |
| YTD | +26.3% | -5.4% | +31.7% | +25.0% |
| 1Y | +28.8% | +21.2% | +7.6% | +18.3% |
| 3Y | +55.0% | +86.5% | -31.4% | +22.8% |
| 5Y | +60.0% | +93.0% | -33.0% | +22.4% |
| 10Y | +243.1% | +174.5% | +68.6% | +129.8% |
| All | +553.0% | +189.3% | +363.7% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling