+22.4%
CCI vs SCCO
+1,104.1%
-1,081.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +2.2% | -0.7% | +2.9% | +2.1% |
| 3M | -16.9% | +8.1% | -25.0% | -18.0% |
| 6M | -11.5% | +4.1% | -15.6% | -12.8% |
| YTD | -12.8% | +41.1% | -54.0% | -18.2% |
| 1Y | -17.1% | +95.6% | -112.6% | -26.0% |
| 3Y | -9.6% | +179.3% | -188.9% | -26.0% |
| 5Y | -48.9% | +308.3% | -357.2% | -61.8% |
| All | +22.4% | +1,104.1% | -1,081.7% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling