+507.5%
COP vs SCHG
+1,127.0%
-619.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +11.7% | -2.3% | +14.0% | +13.4% |
| 3M | +17.7% | +4.5% | +13.2% | +12.8% |
| 6M | +18.3% | +13.6% | +4.8% | +5.3% |
| YTD | +49.1% | +7.6% | +41.5% | +37.9% |
| 1Y | +53.3% | +13.0% | +40.3% | +35.8% |
| 3Y | +22.2% | +87.0% | -64.8% | -30.6% |
| 5Y | +193.3% | +82.9% | +110.5% | +61.2% |
| 10Y | +340.2% | +453.6% | -113.4% | -24.1% |
| All | +507.5% | +1,127.0% | -619.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling