+332.7%
CAT vs SCHD
+59.4%
+273.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.3% |
| 7D | +2.9% | -2.6% | +5.6% | +6.2% |
| 30D | -2.6% | -0.3% | -2.3% | -2.5% |
| 3M | -10.7% | +6.1% | -16.8% | -17.6% |
| 6M | +16.1% | +11.7% | +4.4% | +0.6% |
| YTD | +43.2% | +26.3% | +16.9% | +6.9% |
| 1Y | +96.8% | +28.8% | +68.1% | +43.0% |
| 3Y | +201.4% | +55.0% | +146.3% | +75.1% |
| 5Y | +332.7% | +60.0% | +272.6% | +137.3% |
| All | +332.7% | +59.4% | +273.3% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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