-69.3%
CPNG vs SCHG
+123.9%
-193.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.1% |
| 7D | -1.1% | -1.0% | -0.1% | +0.1% |
| 30D | -7.4% | -1.3% | -6.1% | -6.1% |
| 3M | -12.3% | +5.4% | -17.8% | -17.5% |
| 6M | -19.4% | +14.4% | -33.9% | -30.5% |
| YTD | -35.9% | +8.0% | -43.9% | -41.0% |
| 1Y | -53.4% | +12.7% | -66.1% | -59.1% |
| 3Y | -20.0% | +85.6% | -105.6% | -63.2% |
| 5Y | -49.6% | +85.5% | -135.1% | -78.1% |
| All | -69.3% | +123.9% | -193.2% | -88.1% |
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