+353.0%
SCHW vs CRL
+1,327.4%
-974.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -1.6% | -4.6% | +3.0% | -0.1% |
| 30D | -1.1% | +0.5% | -1.5% | -1.3% |
| 3M | +20.4% | +46.6% | -26.2% | +5.9% |
| 6M | +13.6% | +57.3% | -43.6% | -3.4% |
| YTD | +7.7% | +39.5% | -31.8% | -5.4% |
| 1Y | +15.2% | +76.9% | -61.7% | -7.0% |
| 3Y | +87.1% | +39.4% | +47.8% | +52.8% |
| 5Y | +57.5% | -37.2% | +94.6% | +62.3% |
| 10Y | +295.1% | +253.4% | +41.7% | +111.9% |
| All | +353.0% | +1,327.4% | -974.4% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling