+72.7%
SCHD vs CPNG
-76.2%
+148.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.9% |
| 30D | -0.4% | -7.4% | +6.9% | +0.1% |
| 3M | +5.7% | -12.3% | +18.1% | +6.6% |
| 6M | +11.9% | -19.4% | +31.3% | +13.1% |
| YTD | +26.4% | -35.9% | +62.3% | +29.9% |
| 1Y | +27.6% | -53.4% | +81.0% | +34.4% |
| 3Y | +54.9% | -20.0% | +74.9% | +54.4% |
| 5Y | +60.9% | -49.6% | +110.5% | +56.2% |
| All | +72.7% | -76.2% | +148.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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