+11,219.5%
CAT vs SCCO
+33,989.4%
-22,769.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -5.3% | +7.0% | +3.8% |
| 30D | -6.6% | +2.7% | -9.2% | -7.8% |
| 3M | -13.3% | +4.2% | -17.5% | -15.4% |
| 6M | +11.6% | -0.6% | +12.3% | +10.1% |
| YTD | +42.9% | +45.0% | -2.0% | +20.7% |
| 1Y | +95.4% | +109.3% | -13.9% | +42.7% |
| 3Y | +196.6% | +180.8% | +15.8% | +87.5% |
| 5Y | +321.7% | +314.3% | +7.4% | +123.3% |
| 10Y | +1,140.8% | +1,083.3% | +57.5% | +331.4% |
| All | +11,219.5% | +33,989.4% | -22,769.9% | +1,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling