+213.9%
CAT vs SCHG
+69.4%
+144.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.3% |
| 7D | +7.4% | +2.7% | +4.7% | +5.7% |
| 30D | -19.7% | -5.2% | -14.5% | -16.6% |
| 3M | -29.6% | -5.2% | -24.4% | -27.0% |
| 6M | -33.2% | -0.6% | -32.6% | -32.7% |
| YTD | +5.7% | +4.7% | +0.9% | +3.0% |
| 1Y | +9.3% | +6.0% | +3.3% | +5.9% |
| 3Y | +158.3% | +78.9% | +79.4% | +89.2% |
| All | +213.9% | +69.4% | +144.5% | +115.9% |
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