+490.2%
SCHW vs CNH
+55.5%
+434.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.3% | 0.0% |
| 7D | -1.3% | +8.8% | -10.1% | -4.9% |
| 30D | -0.4% | +24.7% | -25.0% | -9.6% |
| 3M | +21.7% | +27.3% | -5.7% | +8.3% |
| 6M | +13.0% | +23.2% | -10.2% | +0.4% |
| YTD | +8.0% | +48.9% | -40.9% | -12.4% |
| 1Y | +15.8% | +19.4% | -3.6% | +3.0% |
| 3Y | +87.7% | +7.8% | +80.0% | +66.6% |
| 5Y | +59.7% | +8.7% | +50.9% | +37.1% |
| 10Y | +292.9% | +149.5% | +143.3% | +121.6% |
| All | +490.2% | +55.5% | +434.7% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling