+332.6%
CAT vs SCHG
+84.3%
+248.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -4.3% | -1.3% | -3.1% | -3.6% |
| 3M | -8.6% | +5.4% | -14.1% | -11.7% |
| 6M | +16.1% | +14.4% | +1.7% | +6.7% |
| YTD | +43.8% | +8.0% | +35.7% | +36.8% |
| 1Y | +91.5% | +12.7% | +78.7% | +77.9% |
| 3Y | +202.7% | +85.6% | +117.1% | +115.1% |
| All | +332.6% | +84.3% | +248.3% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling