-35.8%
CBRS vs SCCO
+11.7%
-47.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.8% | -7.2% |
| 7D | +15.7% | +3.4% | +12.3% | +13.7% |
| 30D | -11.9% | +6.6% | -18.5% | -15.1% |
| 3M | -16.0% | +24.5% | -40.5% | -22.7% |
| All | -35.8% | +11.7% | -47.5% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling