+59.5%
SCHW vs CHRW
+90.8%
-31.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | +3.5% | -5.3% | -2.4% |
| 30D | -1.6% | +4.6% | -6.2% | -2.3% |
| 3M | +21.3% | -19.7% | +41.0% | +24.6% |
| 6M | +16.5% | -12.4% | +28.9% | +17.5% |
| YTD | +8.4% | -3.9% | +12.3% | +6.9% |
| 1Y | +15.6% | +18.4% | -2.8% | +9.0% |
| 3Y | +86.8% | +88.8% | -2.0% | +55.8% |
| All | +59.5% | +90.8% | -31.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling