+73.5%
SCHW vs CPNG
-76.2%
+149.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.5% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -1.6% | -7.4% | +5.7% | -0.7% |
| 3M | +21.3% | -12.3% | +33.6% | +23.2% |
| 6M | +16.5% | -19.4% | +35.9% | +18.9% |
| YTD | +8.4% | -35.9% | +44.3% | +14.0% |
| 1Y | +15.6% | -53.4% | +69.0% | +27.0% |
| 3Y | +86.8% | -20.0% | +106.8% | +86.3% |
| 5Y | +60.5% | -49.6% | +110.1% | +56.2% |
| All | +73.5% | -76.2% | +149.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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