+87.0%
SCHW vs CNH
+6.3%
+80.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -0.1% | +27.0% | -27.1% | -4.1% |
| 3M | +20.6% | +32.6% | -12.0% | +14.3% |
| 6M | +15.9% | +23.6% | -7.6% | +10.8% |
| YTD | +8.5% | +47.8% | -39.3% | -1.5% |
| 1Y | +17.8% | +21.3% | -3.4% | +12.3% |
| All | +87.0% | +6.3% | +80.7% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling