+1,286.3%
CAT vs SCHD
+566.1%
+720.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.7% |
| 7D | +1.7% | -0.3% | +2.0% | +2.1% |
| 30D | -6.6% | +3.4% | -10.0% | -10.6% |
| 3M | -13.3% | +7.6% | -20.9% | -21.5% |
| 6M | +11.6% | +12.2% | -0.5% | -3.7% |
| YTD | +42.9% | +29.0% | +14.0% | +3.9% |
| 1Y | +95.4% | +30.3% | +65.1% | +39.7% |
| 3Y | +196.6% | +56.1% | +140.4% | +70.7% |
| 5Y | +321.7% | +60.4% | +261.2% | +136.0% |
| 10Y | +1,140.8% | +241.3% | +899.5% | +171.1% |
| All | +1,286.3% | +566.1% | +720.3% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling