+295.2%
SCHW vs CRL
+249.3%
+45.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.7% | +1.3% |
| 7D | -2.8% | -6.9% | +4.2% | -0.8% |
| 30D | -0.1% | -3.2% | +3.1% | +0.7% |
| 3M | +20.6% | +46.5% | -26.0% | +7.6% |
| 6M | +15.9% | +63.1% | -47.2% | -0.8% |
| YTD | +8.5% | +36.9% | -28.4% | -2.7% |
| 1Y | +17.8% | +78.1% | -60.3% | -3.1% |
| 3Y | +88.5% | +36.7% | +51.9% | +58.5% |
| 5Y | +60.6% | -38.1% | +98.7% | +75.1% |
| All | +295.2% | +249.3% | +45.9% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling