+86.8%
SCHW vs CAH
+176.8%
-89.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.9% | -5.1% | +3.2% | -1.3% |
| 30D | -1.6% | +0.2% | -1.8% | -1.6% |
| 3M | +21.3% | +6.3% | +15.0% | +20.4% |
| 6M | +16.5% | +9.4% | +7.1% | +15.2% |
| YTD | +8.4% | +15.0% | -6.5% | +6.6% |
| 1Y | +15.6% | +55.4% | -39.8% | +8.7% |
| 3Y | +86.8% | +173.8% | -87.0% | +66.9% |
| All | +86.8% | +176.8% | -89.9% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling