+112.2%
C vs SCCO
+271.3%
-159.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.1% |
| 7D | -0.4% | -1.8% | +1.4% | +0.1% |
| 30D | -5.2% | -17.8% | +12.6% | -0.1% |
| 3M | -9.1% | -12.5% | +3.4% | -6.4% |
| 6M | -1.6% | -4.1% | +2.5% | -2.3% |
| YTD | +6.9% | +25.5% | -18.6% | -4.8% |
| 1Y | +23.0% | +31.0% | -8.0% | +7.8% |
| 3Y | +216.1% | +178.7% | +37.4% | +101.7% |
| 5Y | +112.2% | +279.7% | -167.4% | +12.3% |
| All | +112.2% | +271.3% | -159.1% | +12.3% |
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 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