+162.2%
CAG vs SCCO
+33,197.0%
-33,034.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.5% | -2.1% |
| 7D | -5.9% | -2.7% | -3.2% | -5.7% |
| 30D | -1.5% | -0.2% | -1.4% | -1.6% |
| 3M | +11.5% | +17.8% | -6.3% | +9.7% |
| 6M | -15.7% | +2.3% | -17.9% | -16.4% |
| YTD | -10.2% | +41.6% | -51.8% | -13.5% |
| 1Y | -18.1% | +101.9% | -119.9% | -23.6% |
| 3Y | -39.4% | +186.2% | -225.6% | -45.9% |
| 5Y | -42.6% | +309.7% | -352.3% | -50.9% |
| 10Y | -35.6% | +1,094.2% | -1,129.8% | -51.2% |
| All | +162.2% | +33,197.0% | -33,034.8% | +65.9% |
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