+327.9%
CAT vs SCHW
+57.2%
+270.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.6% |
| 30D | -4.5% | -0.1% | -4.5% | -4.7% |
| 3M | -5.8% | +20.6% | -26.4% | -12.4% |
| 6M | +12.7% | +15.9% | -3.2% | +5.7% |
| YTD | +41.4% | +8.5% | +32.9% | +35.8% |
| 1Y | +92.1% | +17.8% | +74.2% | +78.4% |
| 3Y | +197.5% | +88.5% | +108.9% | +127.0% |
| 5Y | +327.9% | +60.6% | +267.3% | +216.4% |
| All | +327.9% | +57.2% | +270.7% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling