+54.9%
SCHD vs COF
+116.3%
-61.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.0% | -5.1% | +3.2% | -0.9% |
| 30D | -0.4% | -6.0% | +5.6% | +0.8% |
| 3M | +5.7% | +14.8% | -9.1% | +2.5% |
| 6M | +11.9% | +15.3% | -3.5% | +8.1% |
| YTD | +26.4% | -13.0% | +39.5% | +29.6% |
| 1Y | +27.6% | -5.7% | +33.3% | +28.0% |
| 3Y | +54.9% | +118.1% | -63.2% | +32.2% |
| All | +54.9% | +116.3% | -61.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling