+688.6%
CAT vs SCCO
+682.0%
+6.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.3% |
| 7D | +7.4% | -1.9% | +9.3% | +8.5% |
| 30D | -19.7% | -17.4% | -2.3% | -12.3% |
| 3M | -29.6% | -11.7% | -17.9% | -26.0% |
| 6M | -33.2% | -12.1% | -21.1% | -30.4% |
| YTD | +5.7% | +20.9% | -15.2% | -7.7% |
| 1Y | +9.3% | +31.3% | -22.0% | -8.3% |
| 3Y | +158.3% | +170.3% | -12.0% | +42.9% |
| 5Y | +211.6% | +240.8% | -29.2% | +45.3% |
| All | +688.6% | +682.0% | +6.7% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling