+982.6%
SCHG vs CPAY
+1,532.9%
-550.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -2.0% | +0.9% | -0.4% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | +5.4% | +16.4% | -10.9% | -0.4% |
| 6M | +14.4% | +23.5% | -9.1% | +5.1% |
| YTD | +8.0% | +35.7% | -27.6% | -5.1% |
| 1Y | +12.7% | +30.2% | -17.4% | 0.0% |
| 3Y | +85.6% | +49.7% | +35.9% | +53.1% |
| 5Y | +85.5% | +56.6% | +29.0% | +47.9% |
| 10Y | +456.0% | +153.8% | +302.2% | +262.6% |
| All | +982.6% | +1,532.9% | -550.3% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling