+15.7%
SCHW vs COO
-19.9%
+35.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.7% | +15.4% | +2.7% |
| 7D | -2.8% | -23.3% | +20.6% | +1.0% |
| 30D | -0.1% | -29.5% | +29.4% | +5.2% |
| 3M | +20.6% | -20.0% | +40.6% | +24.1% |
| 6M | +15.9% | -27.2% | +43.1% | +21.3% |
| YTD | +8.5% | -33.9% | +42.4% | +15.3% |
| All | +15.7% | -19.9% | +35.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling