+59.6%
SCHW vs CHD
+20.6%
+39.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +0.9% |
| 7D | -2.8% | -4.7% | +2.0% | -2.2% |
| 30D | -0.1% | -8.3% | +8.3% | +0.9% |
| 3M | +20.6% | -4.0% | +24.6% | +21.1% |
| 6M | +15.9% | -6.5% | +22.5% | +16.6% |
| YTD | +8.5% | +13.1% | -4.6% | +6.8% |
| 1Y | +17.8% | +2.3% | +15.5% | +17.3% |
| 3Y | +88.5% | +1.8% | +86.7% | +85.9% |
| All | +59.6% | +20.6% | +39.0% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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