+551.1%
SCHD vs COF
+563.5%
-12.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -3.1% | -6.1% | +3.0% | -1.2% |
| 30D | -0.8% | -5.2% | +4.3% | +0.7% |
| 3M | +6.2% | +17.0% | -10.8% | +0.8% |
| 6M | +11.8% | +12.9% | -1.1% | +6.9% |
| YTD | +26.0% | -13.5% | +39.5% | +30.1% |
| 1Y | +28.1% | -5.9% | +34.0% | +28.3% |
| 3Y | +54.6% | +117.1% | -62.5% | +14.3% |
| 5Y | +60.3% | +45.4% | +14.9% | +30.9% |
| 10Y | +242.1% | +244.1% | -2.0% | +93.7% |
| All | +551.1% | +563.5% | -12.4% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling