+132.0%
C vs SCCO
+355.0%
-223.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +2.6% | +2.4% | +0.1% | +1.8% |
| 30D | +1.9% | +6.4% | -4.5% | -0.3% |
| 3M | +2.8% | +21.6% | -18.8% | -3.7% |
| 6M | +30.6% | +13.4% | +17.1% | +23.5% |
| YTD | +19.9% | +52.6% | -32.8% | +1.5% |
| 1Y | +44.6% | +122.4% | -77.8% | +7.1% |
| 3Y | +272.1% | +208.5% | +63.7% | +134.5% |
| 5Y | +132.0% | +353.9% | -221.9% | +19.7% |
| All | +132.0% | +355.0% | -223.0% | +19.7% |
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