+218.3%
CB vs SCCO
+1,202.2%
-984.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.5% | +2.4% | -3.0% | -0.9% |
| 30D | -3.1% | +6.4% | -9.5% | -4.1% |
| 3M | +4.2% | +21.6% | -17.4% | +0.4% |
| 6M | +4.7% | +13.4% | -8.7% | +1.2% |
| YTD | +8.8% | +52.6% | -43.8% | -1.6% |
| 1Y | +22.6% | +122.4% | -99.7% | +2.2% |
| 3Y | +70.6% | +208.5% | -137.8% | +26.6% |
| 5Y | +99.4% | +353.9% | -254.5% | +28.2% |
| All | +218.3% | +1,202.2% | -984.0% | +51.0% |
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 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