+1,440.6%
CAT vs SCHG
+1,094.5%
+346.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.1% |
| 7D | +7.4% | +2.7% | +4.7% | +5.0% |
| 30D | -19.7% | -5.2% | -14.5% | -15.5% |
| 3M | -29.6% | -5.2% | -24.4% | -26.0% |
| 6M | -33.2% | -0.6% | -32.6% | -32.7% |
| YTD | +5.7% | +4.7% | +0.9% | +1.7% |
| 1Y | +9.3% | +6.0% | +3.3% | +4.2% |
| 3Y | +158.3% | +78.9% | +79.4% | +53.4% |
| 5Y | +211.6% | +69.9% | +141.7% | +86.4% |
| 10Y | +698.5% | +433.0% | +265.5% | +20.4% |
| All | +1,440.6% | +1,094.5% | +346.0% | -20.0% |
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