+559.1%
SCHD vs COR
+1,116.7%
-557.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | +1.5% | +1.5% | 0.0% | +0.9% |
| 3M | +7.4% | +18.7% | -11.3% | +2.0% |
| 6M | +12.4% | -9.0% | +21.4% | +14.5% |
| YTD | +27.5% | -3.3% | +30.8% | +27.0% |
| 1Y | +30.0% | +9.8% | +20.2% | +24.1% |
| 3Y | +56.5% | +87.4% | -30.9% | +23.7% |
| 5Y | +60.7% | +180.5% | -119.8% | +10.1% |
| 10Y | +237.8% | +398.1% | -160.4% | +88.0% |
| All | +559.1% | +1,116.7% | -557.6% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling