+59.5%
SCHW vs CNP
+67.8%
-8.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -1.6% | -2.9% | +1.3% | -0.8% |
| 3M | +21.3% | -7.5% | +28.8% | +23.9% |
| 6M | +16.5% | -7.9% | +24.4% | +18.9% |
| YTD | +8.4% | +3.7% | +4.7% | +5.7% |
| 1Y | +15.6% | +4.6% | +11.0% | +12.2% |
| 3Y | +86.8% | +49.1% | +37.7% | +55.0% |
| All | +59.5% | +67.8% | -8.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling