+95.4%
CAT vs SCHW
+14.3%
+81.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | -6.6% | +1.5% | -8.0% | -6.6% |
| 3M | -13.3% | +24.6% | -37.8% | -14.2% |
| 6M | +11.6% | +14.5% | -2.9% | +12.2% |
| YTD | +42.9% | +10.5% | +32.5% | +45.4% |
| 1Y | +95.4% | +13.4% | +82.1% | +95.7% |
| All | +95.4% | +14.3% | +81.2% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling