+151.6%
CAT vs SCCO
+179.3%
-27.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.1% |
| 7D | -6.3% | -1.8% | -4.5% | -5.6% |
| 30D | -26.8% | -17.8% | -9.0% | -21.0% |
| 3M | -30.0% | -12.5% | -17.5% | -26.8% |
| 6M | -34.6% | -4.1% | -30.5% | -34.5% |
| YTD | +2.9% | +25.5% | -22.6% | -8.6% |
| 1Y | +3.3% | +31.0% | -27.7% | -9.9% |
| All | +151.6% | +179.3% | -27.7% | +62.3% |
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