+295.2%
SCHW vs CHRW
+182.4%
+112.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -2.8% | +4.4% | -7.1% | -3.9% |
| 30D | -0.1% | +5.5% | -5.6% | -1.6% |
| 3M | +20.6% | -17.3% | +37.8% | +25.4% |
| 6M | +15.9% | -12.7% | +28.6% | +17.8% |
| YTD | +8.5% | -4.1% | +12.6% | +6.2% |
| 1Y | +17.8% | +21.2% | -3.4% | +6.0% |
| 3Y | +88.5% | +88.9% | -0.4% | +39.6% |
| 5Y | +60.6% | +93.1% | -32.5% | +13.4% |
| All | +295.2% | +182.4% | +112.8% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling