+695.3%
CAT vs SCCO
+701.7%
-6.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.8% |
| 7D | +9.3% | +1.7% | +7.6% | +8.5% |
| 30D | -21.5% | -18.1% | -3.4% | -13.9% |
| 3M | -29.1% | -12.8% | -16.3% | -25.0% |
| 6M | -33.4% | -8.5% | -24.9% | -31.9% |
| YTD | +6.6% | +23.9% | -17.4% | -8.0% |
| 1Y | +6.5% | +30.0% | -23.4% | -10.2% |
| 3Y | +162.7% | +175.2% | -12.5% | +44.2% |
| 5Y | +214.2% | +249.4% | -35.1% | +44.8% |
| All | +695.3% | +701.7% | -6.4% | +123.8% |
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