+60.2%
SCHD vs COR
+180.1%
-119.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | -2.8% | +0.9% | -1.4% |
| 30D | -0.4% | +2.6% | -3.0% | -0.9% |
| 3M | +5.7% | +14.5% | -8.7% | +2.9% |
| 6M | +11.9% | -7.8% | +19.7% | +13.2% |
| YTD | +26.4% | -4.2% | +30.7% | +26.5% |
| 1Y | +27.6% | +7.0% | +20.6% | +23.9% |
| 3Y | +54.9% | +85.5% | -30.6% | +23.7% |
| All | +60.2% | +180.1% | -119.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 5y: compounded portfolio wealth divided by compounded COR 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…
5y analysis · Full analysis span regression · 6 months rolling