+338.5%
COP vs SCHG
+459.0%
-120.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.3% |
| 7D | +2.3% | -1.0% | +3.3% | +3.0% |
| 30D | +8.6% | -1.3% | +9.9% | +9.3% |
| 3M | +19.9% | +5.4% | +14.4% | +15.1% |
| 6M | +19.0% | +14.4% | +4.6% | +7.3% |
| YTD | +50.0% | +8.0% | +41.9% | +40.1% |
| 1Y | +50.5% | +12.7% | +37.8% | +36.1% |
| 3Y | +25.2% | +85.6% | -60.4% | -23.1% |
| 5Y | +194.3% | +85.5% | +108.8% | +74.5% |
| All | +338.5% | +459.0% | -120.5% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling