+51,606.2%
SCHW vs CAH
+14,391.1%
+37,215.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -2.8% | -5.1% | +2.3% | -0.8% |
| 30D | -0.1% | -1.8% | +1.7% | +0.5% |
| 3M | +20.6% | +9.4% | +11.2% | +16.1% |
| 6M | +15.9% | +9.2% | +6.7% | +11.3% |
| YTD | +8.5% | +15.7% | -7.2% | +1.2% |
| 1Y | +17.8% | +59.7% | -41.9% | -4.3% |
| 3Y | +88.5% | +178.5% | -89.9% | +20.0% |
| 5Y | +60.6% | +398.3% | -337.6% | -19.8% |
| 10Y | +298.0% | +295.7% | +2.4% | +103.2% |
| All | +51,606.2% | +14,391.1% | +37,215.0% | +7,783.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling