+927.1%
CAT vs SCHD
+594.9%
+332.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.3% |
| 7D | +1.7% | -0.5% | +2.3% | +2.6% |
| 30D | -24.6% | +8.3% | -32.9% | -32.0% |
| 3M | -28.5% | +5.9% | -34.4% | -34.0% |
| 6M | -34.8% | +15.3% | -50.1% | -46.2% |
| YTD | +5.9% | +34.5% | -28.6% | -27.4% |
| 1Y | +6.8% | +37.2% | -30.3% | -28.6% |
| 3Y | +161.1% | +73.6% | +87.5% | +30.8% |
| 5Y | +213.4% | +63.7% | +149.8% | +69.9% |
| 10Y | +700.3% | +258.1% | +442.3% | +63.4% |
| All | +927.1% | +594.9% | +332.2% | -24.7% |
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