+395.2%
COR vs SCHG
+459.0%
-63.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -2.8% | -1.0% | -1.8% | -2.4% |
| 30D | +2.6% | -1.3% | +3.8% | +3.0% |
| 3M | +14.5% | +5.4% | +9.0% | +11.8% |
| 6M | -7.8% | +14.4% | -22.2% | -13.2% |
| YTD | -4.2% | +8.0% | -12.3% | -7.8% |
| 1Y | +7.0% | +12.7% | -5.7% | +0.9% |
| 3Y | +85.5% | +85.6% | -0.1% | +33.6% |
| 5Y | +181.2% | +85.5% | +95.7% | +98.2% |
| All | +395.2% | +459.0% | -63.8% | +31.0% |
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