+3,297.5%
CAH vs SCCO
+35,790.2%
-32,492.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.2% | +2.4% | -4.7% | -2.6% |
| 30D | +1.2% | +6.4% | -5.2% | 0.0% |
| 3M | +13.1% | +21.6% | -8.5% | +9.0% |
| 6M | +8.5% | +13.4% | -4.9% | +4.9% |
| YTD | +17.6% | +52.6% | -35.0% | +8.0% |
| 1Y | +60.7% | +122.4% | -61.7% | +38.2% |
| 3Y | +183.2% | +208.5% | -25.3% | +124.5% |
| 5Y | +402.2% | +353.9% | +48.3% | +265.0% |
| 10Y | +302.3% | +1,187.3% | -884.9% | +139.8% |
| All | +3,297.5% | +35,790.2% | -32,492.8% | +1,369.6% |
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