+295.2%
SCHW vs CNH
+157.1%
+138.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | -2.8% | -2.5% | -0.3% | -1.9% |
| 30D | -0.1% | +27.0% | -27.1% | -10.4% |
| 3M | +20.6% | +32.6% | -12.0% | +4.9% |
| 6M | +15.9% | +23.6% | -7.6% | +2.2% |
| YTD | +8.5% | +47.8% | -39.3% | -12.8% |
| 1Y | +17.8% | +21.3% | -3.4% | +3.4% |
| 3Y | +88.5% | +7.0% | +81.6% | +66.6% |
| 5Y | +60.6% | +10.2% | +50.4% | +34.9% |
| All | +295.2% | +157.1% | +138.1% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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