+332.7%
CAT vs SCCO
+355.0%
-22.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +2.9% | +2.4% | +0.5% | +1.9% |
| 30D | -2.6% | +6.4% | -9.0% | -5.5% |
| 3M | -10.7% | +21.6% | -32.2% | -18.2% |
| 6M | +16.1% | +13.4% | +2.7% | +8.2% |
| YTD | +43.2% | +52.6% | -9.4% | +16.4% |
| 1Y | +96.8% | +122.4% | -25.5% | +36.3% |
| 3Y | +201.4% | +208.5% | -7.1% | +73.0% |
| 5Y | +332.7% | +353.9% | -21.2% | +93.1% |
| All | +332.7% | +355.0% | -22.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling