+1,984.2%
CAT vs SCHG
+1,145.2%
+839.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.5% |
| 7D | +1.7% | -0.7% | +2.4% | +2.3% |
| 30D | -6.6% | +0.2% | -6.8% | -6.8% |
| 3M | -13.3% | +2.2% | -15.5% | -15.0% |
| 6M | +11.6% | +15.0% | -3.4% | -1.4% |
| YTD | +42.9% | +9.2% | +33.8% | +32.2% |
| 1Y | +95.4% | +15.7% | +79.7% | +71.9% |
| 3Y | +196.6% | +87.3% | +109.3% | +68.5% |
| 5Y | +321.7% | +84.5% | +237.2% | +132.2% |
| 10Y | +1,140.8% | +448.7% | +692.1% | +82.7% |
| All | +1,984.2% | +1,145.2% | +839.1% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling