-0.2%
SCHG vs CPAY
+71.2%
-71.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.8% | -12.3% | -6.1% |
| 7D | -6.8% | +12.3% | -19.1% | -7.9% |
| 30D | -11.2% | +9.9% | -21.0% | -12.0% |
| 3M | -7.4% | +13.3% | -20.7% | -8.6% |
| 6M | -1.0% | +47.2% | -48.2% | -5.4% |
| YTD | +0.9% | +48.5% | -47.6% | -2.8% |
| 1Y | -0.2% | +70.8% | -71.0% | -4.0% |
| All | -0.2% | +71.2% | -71.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling