+51,567.6%
SCHW vs CHD
+9,760.0%
+41,807.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -4.5% | +2.6% | -0.5% |
| 30D | -1.6% | -6.7% | +5.1% | +0.5% |
| 3M | +21.3% | -2.7% | +24.0% | +22.1% |
| 6M | +16.5% | -4.9% | +21.4% | +17.9% |
| YTD | +8.4% | +13.3% | -4.9% | +3.6% |
| 1Y | +15.6% | +1.0% | +14.6% | +14.2% |
| 3Y | +86.8% | +1.3% | +85.5% | +81.4% |
| 5Y | +60.5% | +20.8% | +39.7% | +45.1% |
| 10Y | +297.7% | +126.1% | +171.6% | +177.8% |
| All | +51,567.6% | +9,760.0% | +41,807.6% | +12,334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling