+404.4%
CNP vs SCHG
+1,127.0%
-722.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +0.7% | -0.9% | +1.5% | +1.1% |
| 30D | -0.1% | -2.3% | +2.2% | +1.1% |
| 3M | -5.6% | +4.5% | -10.1% | -8.1% |
| 6M | -7.5% | +13.6% | -21.0% | -14.2% |
| YTD | +5.5% | +7.6% | -2.1% | +0.5% |
| 1Y | +8.3% | +13.0% | -4.7% | +0.1% |
| 3Y | +51.8% | +87.0% | -35.2% | +0.4% |
| 5Y | +69.9% | +82.9% | -13.0% | +10.0% |
| 10Y | +139.9% | +453.6% | -313.7% | -31.4% |
| All | +404.4% | +1,127.0% | -722.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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