+394.0%
CAH vs SCCO
+303.5%
+90.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.1% | -2.7% | -2.5% | -5.0% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | +6.3% | +8.1% | -1.8% | +5.7% |
| 6M | +9.4% | +4.1% | +5.3% | +8.7% |
| YTD | +15.0% | +41.1% | -26.2% | +12.1% |
| 1Y | +55.4% | +95.6% | -40.1% | +48.0% |
| 3Y | +173.8% | +179.3% | -5.4% | +147.1% |
| All | +394.0% | +303.5% | +90.4% | +308.9% |
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 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