+294.9%
SCHW vs CRH
+253.3%
+41.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -1.9% | -6.1% | +4.2% | +1.0% |
| 30D | -1.6% | -9.3% | +7.6% | +2.8% |
| 3M | +21.3% | -15.2% | +36.5% | +30.0% |
| 6M | +16.5% | -14.2% | +30.7% | +22.7% |
| YTD | +8.4% | -28.3% | +36.7% | +24.0% |
| 1Y | +15.6% | -21.8% | +37.4% | +25.8% |
| 3Y | +86.8% | +71.6% | +15.2% | +28.0% |
| 5Y | +60.5% | +96.6% | -36.1% | -0.7% |
| All | +294.9% | +253.3% | +41.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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