+294.9%
SCHW vs COR
+406.5%
-111.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -2.8% | +1.0% | -0.9% |
| 30D | -1.6% | +2.6% | -4.2% | -2.5% |
| 3M | +21.3% | +14.5% | +6.8% | +15.5% |
| 6M | +16.5% | -7.8% | +24.3% | +18.4% |
| YTD | +8.4% | -4.2% | +12.6% | +8.2% |
| 1Y | +15.6% | +7.0% | +8.6% | +10.2% |
| 3Y | +86.8% | +85.5% | +1.3% | +40.6% |
| 5Y | +60.5% | +181.2% | -120.7% | +1.3% |
| All | +294.9% | +406.5% | -111.6% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling