+51,225.6%
SCHW vs CNP
+1,831.2%
+49,394.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +20.4% | -5.6% | +26.0% | +22.0% |
| 6M | +13.6% | -7.5% | +21.1% | +15.5% |
| YTD | +7.7% | +5.5% | +2.2% | +5.6% |
| 1Y | +15.2% | +8.3% | +6.8% | +12.0% |
| 3Y | +87.1% | +51.8% | +35.4% | +65.2% |
| 5Y | +57.5% | +69.9% | -12.4% | +34.6% |
| 10Y | +295.1% | +139.9% | +155.2% | +200.4% |
| All | +51,225.6% | +1,831.2% | +49,394.4% | +17,113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling