+0.8%
SCHW vs CRS
-3.8%
+4.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.1% | +4.6% |
| 7D | +5.2% | +4.3% | +0.9% | +5.0% |
| 30D | -4.7% | -25.5% | +20.8% | -3.7% |
| 3M | -11.9% | -48.7% | +36.8% | -9.7% |
| 6M | +2.7% | -31.6% | +34.4% | +2.6% |
| YTD | -5.6% | -7.0% | +1.4% | -9.3% |
| 1Y | +0.8% | -4.5% | +5.3% | -3.8% |
| All | +0.8% | -3.8% | +4.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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