+147.3%
C vs SCCO
+29,410.7%
-29,263.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.6% |
| 7D | -0.4% | -1.8% | +1.4% | +0.4% |
| 30D | -5.2% | -17.8% | +12.6% | +2.5% |
| 3M | -9.1% | -12.5% | +3.4% | -5.2% |
| 6M | -1.6% | -4.1% | +2.5% | -2.7% |
| YTD | +6.9% | +25.5% | -18.6% | -8.7% |
| 1Y | +23.0% | +31.0% | -8.0% | +3.0% |
| 3Y | +216.1% | +178.7% | +37.4% | +80.3% |
| 5Y | +112.2% | +279.7% | -167.4% | +1.4% |
| 10Y | +208.8% | +691.4% | -482.7% | +3.3% |
| All | +147.3% | +29,410.7% | -29,263.4% | -68.8% |
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