+73.7%
SCHW vs CPNG
-76.9%
+150.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | -2.8% | -5.4% | +2.7% | -2.0% |
| 30D | -0.1% | -11.1% | +11.0% | +1.5% |
| 3M | +20.6% | -3.0% | +23.6% | +20.6% |
| 6M | +15.9% | -23.5% | +39.5% | +19.2% |
| YTD | +8.5% | -37.8% | +46.3% | +14.5% |
| 1Y | +17.8% | -54.3% | +72.2% | +29.8% |
| 3Y | +88.5% | -20.8% | +109.3% | +88.3% |
| 5Y | +60.6% | -51.1% | +111.7% | +57.0% |
| All | +73.7% | -76.9% | +150.6% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling