+59.5%
SCHW vs CRH
+93.9%
-34.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -1.9% | -6.1% | +4.2% | +0.4% |
| 30D | -1.6% | -9.3% | +7.6% | +1.8% |
| 3M | +21.3% | -15.2% | +36.5% | +28.1% |
| 6M | +16.5% | -14.2% | +30.7% | +21.4% |
| YTD | +8.4% | -28.3% | +36.7% | +20.9% |
| 1Y | +15.6% | -21.8% | +37.4% | +23.7% |
| 3Y | +86.8% | +71.6% | +15.2% | +33.7% |
| All | +59.5% | +93.9% | -34.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling