+4,602.6%
CB vs SCCO
+33,989.4%
-29,386.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -5.3% | +5.8% | +1.6% |
| 30D | -3.1% | +2.7% | -5.8% | -3.9% |
| 3M | +9.0% | +4.2% | +4.7% | +6.6% |
| 6M | +2.9% | -0.6% | +3.5% | +0.7% |
| YTD | +10.1% | +45.0% | -34.9% | -1.8% |
| 1Y | +22.8% | +109.3% | -86.5% | +0.2% |
| 3Y | +73.8% | +180.8% | -107.0% | +27.8% |
| 5Y | +99.2% | +314.3% | -215.1% | +29.6% |
| 10Y | +218.2% | +1,083.3% | -865.1% | +54.6% |
| All | +4,602.6% | +33,989.4% | -29,386.8% | +1,072.0% |
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