+54.4%
SCHD vs CNP
+49.7%
+4.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -3.1% | -2.2% | -1.0% | -2.6% |
| 30D | -0.8% | -2.1% | +1.2% | -0.3% |
| 3M | +6.2% | -7.9% | +14.1% | +8.4% |
| 6M | +11.8% | -8.3% | +20.1% | +14.1% |
| YTD | +26.0% | +3.8% | +22.2% | +24.3% |
| 1Y | +28.1% | +5.9% | +22.3% | +25.6% |
| All | +54.4% | +49.7% | +4.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling