+295.2%
SCHW vs CNP
+137.1%
+158.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.4% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -0.1% | -2.1% | +2.0% | +0.7% |
| 3M | +20.6% | -7.9% | +28.5% | +24.3% |
| 6M | +15.9% | -8.3% | +24.3% | +19.4% |
| YTD | +8.5% | +3.8% | +4.7% | +5.7% |
| 1Y | +17.8% | +5.9% | +12.0% | +13.6% |
| 3Y | +88.5% | +49.3% | +39.3% | +54.0% |
| 5Y | +60.6% | +69.3% | -8.6% | +22.8% |
| All | +295.2% | +137.1% | +158.1% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling