+294.9%
SCHW vs CRS
+1,392.1%
-1,097.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -1.9% | -6.8% | +4.9% | +0.2% |
| 30D | -1.6% | -16.1% | +14.5% | +3.4% |
| 3M | +21.3% | -21.2% | +42.4% | +29.0% |
| 6M | +16.5% | +8.7% | +7.8% | +11.0% |
| YTD | +8.4% | +41.0% | -32.6% | -5.5% |
| 1Y | +15.6% | +82.7% | -67.0% | -8.6% |
| 3Y | +86.8% | +604.8% | -517.9% | -11.3% |
| 5Y | +60.5% | +1,384.7% | -1,324.2% | -44.7% |
| All | +294.9% | +1,392.1% | -1,097.1% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling