+1,144.3%
CAT vs SCHW
+301.0%
+843.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.6% | -1.9% | +2.4% | +1.4% |
| 30D | -4.3% | -1.6% | -2.7% | -3.8% |
| 3M | -8.6% | +21.3% | -29.9% | -17.1% |
| 6M | +16.1% | +16.5% | -0.4% | +6.4% |
| YTD | +43.8% | +8.4% | +35.4% | +36.0% |
| 1Y | +91.5% | +15.6% | +75.8% | +75.3% |
| 3Y | +202.7% | +86.8% | +115.9% | +114.2% |
| 5Y | +335.1% | +60.5% | +274.6% | +212.0% |
| All | +1,144.3% | +301.0% | +843.3% | +397.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling