+203.9%
CAT vs SCCO
+210.1%
-6.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.9% |
| 7D | +5.6% | +3.4% | +2.1% | +4.1% |
| 30D | -2.3% | +6.6% | -9.0% | -5.1% |
| 3M | -10.0% | +24.5% | -34.5% | -18.2% |
| 6M | +21.2% | +16.5% | +4.8% | +12.0% |
| YTD | +44.4% | +52.1% | -7.7% | +18.5% |
| 1Y | +96.3% | +114.2% | -17.9% | +40.5% |
| 3Y | +203.9% | +207.4% | -3.5% | +76.6% |
| All | +203.9% | +210.1% | -6.2% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling