+6,569.9%
SCHW vs COR
+17,138.4%
-10,568.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -3.9% | +2.3% | -0.4% |
| 30D | -1.1% | -0.3% | -0.7% | -1.1% |
| 3M | +20.4% | +15.9% | +4.5% | +14.9% |
| 6M | +13.6% | -10.3% | +23.9% | +16.1% |
| YTD | +7.7% | -3.7% | +11.4% | +7.3% |
| 1Y | +15.2% | +9.1% | +6.1% | +10.1% |
| 3Y | +87.1% | +86.6% | +0.6% | +49.9% |
| 5Y | +57.5% | +180.9% | -123.4% | +11.0% |
| 10Y | +295.1% | +407.4% | -112.3% | +125.5% |
| All | +6,569.9% | +17,138.4% | -10,568.5% | +1,366.8% |
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