+97.4%
CB vs SCCO
+339.1%
-241.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -1.6% |
| 7D | -0.6% | +3.4% | -4.1% | -0.7% |
| 30D | -3.9% | +6.6% | -10.5% | -4.1% |
| 3M | +4.9% | +24.5% | -19.6% | +4.0% |
| 6M | +3.3% | +16.5% | -13.2% | +2.3% |
| YTD | +8.5% | +52.1% | -43.6% | +4.9% |
| 1Y | +22.1% | +114.2% | -92.1% | +14.1% |
| 3Y | +70.1% | +207.4% | -137.3% | +48.5% |
| 5Y | +97.4% | +353.7% | -256.3% | +55.6% |
| All | +97.4% | +339.1% | -241.7% | +55.6% |
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 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