+26,079.9%
CAT vs SCHW
+51,844.3%
-25,764.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.7% |
| 7D | +5.6% | -1.3% | +6.9% | +5.9% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | -10.0% | +21.7% | -31.7% | -15.3% |
| 6M | +21.2% | +13.0% | +8.3% | +16.0% |
| YTD | +44.4% | +8.0% | +36.4% | +39.8% |
| 1Y | +96.3% | +15.8% | +80.5% | +86.1% |
| 3Y | +203.9% | +87.7% | +116.2% | +148.7% |
| 5Y | +333.5% | +59.7% | +273.8% | +262.9% |
| 10Y | +1,126.0% | +292.9% | +833.2% | +695.4% |
| All | +26,079.9% | +51,844.3% | -25,764.4% | +5,708.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling