+1,681.9%
COR vs SCHG
+1,127.0%
+554.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -3.9% | -0.9% | -3.0% | -3.5% |
| 30D | -0.3% | -2.3% | +2.0% | +0.7% |
| 3M | +15.9% | +4.5% | +11.4% | +13.1% |
| 6M | -10.3% | +13.6% | -23.8% | -16.3% |
| YTD | -3.7% | +7.6% | -11.3% | -7.8% |
| 1Y | +9.1% | +13.0% | -4.0% | +1.5% |
| 3Y | +86.6% | +87.0% | -0.4% | +27.2% |
| 5Y | +180.9% | +82.9% | +98.1% | +88.0% |
| 10Y | +407.4% | +453.6% | -46.2% | +47.9% |
| All | +1,681.9% | +1,127.0% | +554.9% | +192.7% |
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