+246.7%
CB vs SCCO
+681.3%
-434.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | +7.3% | -16.5% | +23.8% | +9.8% |
| 3M | +7.0% | -10.4% | +17.4% | +8.0% |
| 6M | +16.3% | -2.8% | +19.1% | +14.8% |
| YTD | +19.7% | +27.2% | -7.4% | +10.5% |
| 1Y | +27.8% | +33.6% | -5.8% | +16.6% |
| 3Y | +72.0% | +182.4% | -110.4% | +26.8% |
| 5Y | +104.9% | +262.8% | -157.9% | +35.7% |
| 10Y | +246.7% | +724.4% | -477.7% | +74.6% |
| All | +246.7% | +681.3% | -434.5% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling