+118.1%
COF vs SCHG
+86.3%
+31.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.2% |
| 30D | -6.0% | -1.3% | -4.8% | -4.9% |
| 3M | +14.8% | +5.4% | +9.4% | +9.4% |
| 6M | +15.3% | +14.4% | +0.9% | +1.7% |
| YTD | -13.0% | +8.0% | -21.1% | -19.1% |
| 1Y | -5.7% | +12.7% | -18.4% | -15.8% |
| 3Y | +118.1% | +85.6% | +32.5% | +33.0% |
| All | +118.1% | +86.3% | +31.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling