+295.2%
SCHW vs COO
+17.5%
+277.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.7% | +15.4% | +5.9% |
| 7D | -2.8% | -23.3% | +20.6% | +6.2% |
| 30D | -0.1% | -29.5% | +29.4% | +12.5% |
| 3M | +20.6% | -20.0% | +40.6% | +29.1% |
| 6M | +15.9% | -27.2% | +43.1% | +28.2% |
| YTD | +8.5% | -33.9% | +42.4% | +24.2% |
| 1Y | +17.8% | -19.9% | +37.8% | +24.8% |
| 3Y | +88.5% | -38.1% | +126.6% | +112.8% |
| 5Y | +60.6% | -52.0% | +112.6% | +99.5% |
| All | +295.2% | +17.5% | +277.7% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling