+1,298.9%
COHR vs SCHW
+301.0%
+997.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -1.9% | +10.2% | +9.2% |
| 30D | -14.1% | -1.6% | -12.5% | -13.9% |
| 3M | -16.0% | +21.3% | -37.3% | -24.8% |
| 6M | +21.5% | +16.5% | +5.0% | +9.7% |
| YTD | +65.4% | +8.4% | +57.0% | +55.0% |
| 1Y | +195.0% | +15.6% | +179.4% | +167.7% |
| 3Y | +830.2% | +86.8% | +743.3% | +555.7% |
| 5Y | +397.1% | +60.5% | +336.6% | +256.5% |
| All | +1,298.9% | +301.0% | +997.8% | +467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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