+86.8%
SCHW vs CRH
+70.5%
+16.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -1.9% | -6.1% | +4.2% | -0.2% |
| 30D | -1.6% | -9.3% | +7.6% | +0.9% |
| 3M | +21.3% | -15.2% | +36.5% | +26.2% |
| 6M | +16.5% | -14.2% | +30.7% | +20.0% |
| YTD | +8.4% | -28.3% | +36.7% | +17.8% |
| 1Y | +15.6% | -21.8% | +37.4% | +21.6% |
| 3Y | +86.8% | +71.6% | +15.2% | +51.0% |
| All | +86.8% | +70.5% | +16.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling