+1,298.9%
COHR vs SCHD
+244.5%
+1,054.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.7% |
| 7D | +8.3% | -2.0% | +10.3% | +11.0% |
| 30D | -14.1% | -0.4% | -13.7% | -14.3% |
| 3M | -16.0% | +5.7% | -21.7% | -23.9% |
| 6M | +21.5% | +11.9% | +9.6% | +2.0% |
| YTD | +65.4% | +26.4% | +39.0% | +17.4% |
| 1Y | +195.0% | +27.6% | +167.4% | +105.8% |
| 3Y | +830.2% | +54.9% | +775.2% | +407.7% |
| 5Y | +397.1% | +60.9% | +336.2% | +167.3% |
| All | +1,298.9% | +244.5% | +1,054.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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