+4,518.6%
COP vs SCHW
+51,844.3%
-47,325.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +15.6% | -0.4% | +16.0% | +15.6% |
| 3M | +14.3% | +21.7% | -7.3% | +9.5% |
| 6M | +17.0% | +13.0% | +4.0% | +13.5% |
| YTD | +47.4% | +8.0% | +39.4% | +44.2% |
| 1Y | +52.4% | +15.8% | +36.6% | +46.7% |
| 3Y | +20.8% | +87.7% | -66.9% | +4.1% |
| 5Y | +191.7% | +59.7% | +132.0% | +154.9% |
| 10Y | +325.1% | +292.9% | +32.2% | +214.3% |
| All | +4,518.6% | +51,844.3% | -47,325.7% | +1,791.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling