+219.2%
CB vs SCCO
+1,108.1%
-888.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +1.3% |
| 7D | -2.8% | -2.7% | 0.0% | -2.4% |
| 30D | -2.4% | -0.2% | -2.2% | -2.7% |
| 3M | +2.8% | +17.8% | -15.0% | -0.6% |
| 6M | +4.8% | +2.3% | +2.5% | +2.8% |
| YTD | +9.2% | +41.6% | -32.4% | -0.3% |
| 1Y | +22.8% | +101.9% | -79.1% | +3.9% |
| 3Y | +71.1% | +186.2% | -115.0% | +28.2% |
| 5Y | +101.0% | +309.7% | -208.7% | +31.7% |
| All | +219.2% | +1,108.1% | -888.9% | +53.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling