+989.0%
CBOE vs SCCO
+1,150.1%
-161.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -2.7% | -3.2% | -5.6% |
| 30D | -3.1% | -0.7% | -2.4% | -3.2% |
| 3M | -4.8% | +8.1% | -12.8% | -5.9% |
| 6M | -0.6% | +4.1% | -4.7% | -1.9% |
| YTD | +12.8% | +41.1% | -28.3% | +6.6% |
| 1Y | +19.8% | +95.6% | -75.8% | +8.3% |
| 3Y | +86.9% | +179.3% | -92.3% | +56.5% |
| 5Y | +136.5% | +308.3% | -171.8% | +82.3% |
| 10Y | +368.4% | +1,090.2% | -721.8% | +183.4% |
| All | +989.0% | +1,150.1% | -161.1% | +481.1% |
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