+8,049.0%
CAT vs SCCO
+29,410.7%
-21,361.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.2% |
| 7D | -6.3% | -1.8% | -4.5% | -5.6% |
| 30D | -26.8% | -17.8% | -9.0% | -21.1% |
| 3M | -30.0% | -12.5% | -17.5% | -26.8% |
| 6M | -34.6% | -4.1% | -30.5% | -34.4% |
| YTD | +2.9% | +25.5% | -22.6% | -8.4% |
| 1Y | +3.3% | +31.0% | -27.7% | -9.6% |
| 3Y | +153.7% | +178.7% | -25.0% | +60.4% |
| 5Y | +207.3% | +279.7% | -72.4% | +68.2% |
| 10Y | +674.0% | +691.4% | -17.4% | +211.9% |
| All | +8,049.0% | +29,410.7% | -21,361.7% | +1,075.3% |
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 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