+72.0%
SCHD vs CPNG
-76.9%
+148.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.1% | -5.4% | +2.3% | -2.7% |
| 30D | -0.8% | -11.1% | +10.3% | 0.0% |
| 3M | +6.2% | -3.0% | +9.2% | +6.1% |
| 6M | +11.8% | -23.5% | +35.3% | +13.5% |
| YTD | +26.0% | -37.8% | +63.8% | +29.7% |
| 1Y | +28.1% | -54.3% | +82.5% | +35.2% |
| 3Y | +54.6% | -20.8% | +75.4% | +54.2% |
| 5Y | +60.3% | -51.1% | +111.4% | +55.9% |
| All | +72.0% | -76.9% | +148.9% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling