+70.8%
CDNS vs SCCO
+313.8%
-243.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +2.1% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | -13.0% | -0.2% | -12.8% | -13.2% |
| 3M | -26.0% | +17.8% | -43.8% | -29.8% |
| 6M | -2.8% | +2.3% | -5.1% | -4.8% |
| YTD | -8.8% | +41.6% | -50.4% | -20.2% |
| 1Y | -15.8% | +101.9% | -117.7% | -34.5% |
| 3Y | +19.7% | +186.2% | -166.4% | -18.7% |
| 5Y | +70.8% | +309.7% | -238.9% | +1.4% |
| All | +70.8% | +313.8% | -243.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling