+1,755.1%
SCHW vs CHRW
+4,254.3%
-2,499.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.6% | +4.1% | -5.6% | -3.2% |
| 30D | -1.1% | +1.9% | -2.9% | -2.1% |
| 3M | +20.4% | -21.2% | +41.5% | +30.2% |
| 6M | +13.6% | -16.7% | +30.3% | +18.6% |
| YTD | +7.7% | -5.4% | +13.1% | +5.2% |
| 1Y | +15.2% | +21.2% | -6.0% | -0.5% |
| 3Y | +87.1% | +86.5% | +0.7% | +26.4% |
| 5Y | +57.5% | +93.0% | -35.6% | +0.9% |
| 10Y | +295.1% | +174.5% | +120.6% | +105.4% |
| All | +1,755.1% | +4,254.3% | -2,499.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling