+177.0%
C vs SCCO
+33,989.4%
-33,812.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -5.3% | +8.9% | +5.9% |
| 30D | +0.1% | +2.7% | -2.6% | -1.6% |
| 3M | +2.4% | +4.2% | -1.8% | -1.1% |
| 6M | +24.9% | -0.6% | +25.6% | +21.4% |
| YTD | +19.8% | +45.0% | -25.2% | -2.9% |
| 1Y | +44.9% | +109.3% | -64.4% | -0.9% |
| 3Y | +263.0% | +180.8% | +82.2% | +108.3% |
| 5Y | +129.5% | +314.3% | -184.7% | +6.3% |
| 10Y | +291.6% | +1,083.3% | -791.7% | +11.1% |
| All | +177.0% | +33,989.4% | -33,812.3% | -66.9% |
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