+2,092.5%
CDNS vs SCCO
+35,670.2%
-33,577.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.9% | -4.5% |
| 7D | -9.2% | +3.4% | -12.7% | -10.3% |
| 30D | -16.3% | +6.6% | -22.9% | -18.1% |
| 3M | -27.9% | +24.5% | -52.4% | -33.2% |
| 6M | -4.3% | +16.5% | -20.8% | -10.3% |
| YTD | -9.1% | +52.1% | -61.2% | -22.9% |
| 1Y | -21.2% | +114.2% | -135.4% | -40.5% |
| 3Y | +19.4% | +207.4% | -188.0% | -21.8% |
| 5Y | +71.6% | +353.7% | -282.1% | -3.7% |
| 10Y | +1,005.1% | +1,144.5% | -139.5% | +323.2% |
| All | +2,092.5% | +35,670.2% | -33,577.7% | +195.9% |
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