+95.4%
CAT vs SCCO
+105.9%
-10.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -5.3% | +7.0% | +3.9% |
| 30D | -6.6% | +0.9% | -7.5% | -7.3% |
| 3M | -13.3% | +2.4% | -15.7% | -15.1% |
| 6M | +11.6% | -2.4% | +14.0% | +9.6% |
| YTD | +42.9% | +42.4% | +0.5% | +18.8% |
| 1Y | +95.4% | +105.6% | -10.2% | +54.5% |
| All | +95.4% | +105.9% | -10.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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