+13.9%
COR vs SCHG
+16.6%
-2.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.0% |
| 7D | +2.8% | -0.7% | +3.5% | +2.6% |
| 30D | +4.5% | +0.2% | +4.3% | +4.6% |
| 3M | +22.7% | +2.2% | +20.4% | +23.6% |
| 6M | -9.7% | +15.0% | -24.8% | -9.7% |
| YTD | -1.4% | +9.2% | -10.6% | -1.6% |
| 1Y | +13.9% | +15.7% | -1.8% | +17.5% |
| All | +13.9% | +16.6% | -2.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling