+337.5%
COP vs SCHW
+301.3%
+36.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | 0.0% |
| 7D | +1.0% | -2.8% | +3.7% | +2.2% |
| 30D | +9.6% | -0.1% | +9.6% | +9.4% |
| 3M | +15.0% | +20.6% | -5.5% | +5.0% |
| 6M | +21.8% | +15.9% | +5.8% | +12.2% |
| YTD | +49.6% | +8.5% | +41.1% | +41.7% |
| 1Y | +49.9% | +17.8% | +32.0% | +36.1% |
| 3Y | +22.6% | +88.5% | -65.9% | -14.4% |
| 5Y | +193.6% | +60.6% | +133.0% | +104.4% |
| All | +337.5% | +301.3% | +36.2% | +74.1% |
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