+0.8%
SCHW vs CAH
+38.5%
-37.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.1% |
| 7D | +5.2% | +7.0% | -1.8% | +4.4% |
| 30D | -4.7% | +12.4% | -17.0% | -5.9% |
| 3M | -11.9% | +12.2% | -24.1% | -13.1% |
| 6M | +2.7% | +33.2% | -30.5% | +0.8% |
| YTD | -5.6% | +28.4% | -34.0% | -6.6% |
| 1Y | +0.8% | +35.0% | -34.3% | +0.4% |
| All | +0.8% | +38.5% | -37.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling