+5,088.3%
CB vs SCCO
+28,322.8%
-23,234.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.6% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | +7.3% | -17.4% | +24.7% | +11.2% |
| 3M | +9.4% | -11.7% | +21.1% | +11.2% |
| 6M | +19.6% | -12.1% | +31.8% | +20.1% |
| YTD | +21.5% | +20.9% | +0.6% | +11.7% |
| 1Y | +28.0% | +31.3% | -3.3% | +15.4% |
| 3Y | +74.9% | +170.3% | -95.4% | +28.4% |
| 5Y | +108.1% | +240.8% | -132.7% | +40.6% |
| 10Y | +251.8% | +683.6% | -431.8% | +86.3% |
| All | +5,088.3% | +28,322.8% | -23,234.5% | +1,233.0% |
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 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