+43.1%
COF vs SCHG
+84.3%
-41.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 6M | +15.3% | +14.4% | +0.9% | +2.0% |
| YTD | -13.0% | +8.0% | -21.1% | -18.9% |
| 1Y | -5.7% | +12.7% | -18.4% | -15.5% |
| 3Y | +118.1% | +85.6% | +32.5% | +26.1% |
| All | +43.1% | +84.3% | -41.2% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling