-16.7%
CCI vs SCCO
+105.9%
-122.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -0.4% | -5.3% | +4.9% | -0.5% |
| 30D | +2.7% | +0.9% | +1.8% | +2.7% |
| 3M | -18.2% | +2.4% | -20.6% | -17.9% |
| 6M | -14.8% | -2.4% | -12.4% | -14.5% |
| YTD | -12.6% | +42.4% | -55.0% | -12.5% |
| 1Y | -16.7% | +105.6% | -122.4% | -14.6% |
| All | -16.7% | +105.9% | -122.7% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling