+1,144.3%
CAT vs SCHG
+459.0%
+685.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | +0.6% | -1.0% | +1.6% | +1.3% |
| 30D | -4.3% | -1.3% | -3.1% | -3.5% |
| 3M | -8.6% | +5.4% | -14.1% | -12.2% |
| 6M | +16.1% | +14.4% | +1.7% | +5.1% |
| YTD | +43.8% | +8.0% | +35.7% | +35.8% |
| 1Y | +91.5% | +12.7% | +78.7% | +75.5% |
| 3Y | +202.7% | +85.6% | +117.1% | +93.2% |
| 5Y | +335.1% | +85.5% | +249.6% | +170.4% |
| All | +1,144.3% | +459.0% | +685.3% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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