+0.8%
SCHW vs CRL
+85.3%
-84.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.3% | +11.9% | +5.3% |
| 7D | +5.2% | -12.8% | +17.9% | +6.6% |
| 30D | -4.7% | +5.0% | -9.7% | -5.6% |
| 3M | -11.9% | +39.4% | -51.3% | -15.9% |
| 6M | +2.7% | +89.4% | -86.6% | -6.2% |
| YTD | -5.6% | +63.6% | -69.2% | -11.3% |
| 1Y | +0.8% | +83.5% | -82.7% | -7.5% |
| All | +0.8% | +85.3% | -84.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling