+1,123.7%
CAT vs SCCO
+1,108.1%
+15.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.2% | +5.9% | +2.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | -4.5% | -0.2% | -4.4% | -5.1% |
| 3M | -5.8% | +17.8% | -23.6% | -13.8% |
| 6M | +12.7% | +2.3% | +10.5% | +8.9% |
| YTD | +41.4% | +41.6% | -0.2% | +15.2% |
| 1Y | +92.1% | +101.9% | -9.8% | +31.2% |
| 3Y | +197.5% | +186.2% | +11.3% | +62.3% |
| 5Y | +327.9% | +309.7% | +18.3% | +84.3% |
| All | +1,123.7% | +1,108.1% | +15.6% | +191.2% |
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