+201.6%
CAT vs SCHW
+85.4%
+116.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +2.9% | -1.6% | +4.5% | +3.4% |
| 30D | -2.6% | -1.1% | -1.6% | -2.4% |
| 3M | -10.7% | +20.4% | -31.0% | -16.5% |
| 6M | +16.1% | +13.6% | +2.5% | +10.3% |
| YTD | +43.2% | +7.7% | +35.5% | +38.8% |
| 1Y | +96.8% | +15.2% | +81.6% | +85.1% |
| All | +201.6% | +85.4% | +116.2% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling