-28.9%
CDW vs SCCO
+210.1%
-239.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -5.6% |
| 7D | -3.9% | +3.4% | -7.3% | -4.2% |
| 30D | +6.9% | +6.6% | +0.3% | +6.3% |
| 3M | +7.7% | +24.5% | -16.8% | +5.2% |
| 6M | +18.3% | +16.5% | +1.8% | +16.0% |
| YTD | +7.8% | +52.1% | -44.4% | -1.9% |
| 1Y | -12.2% | +114.2% | -126.3% | -25.9% |
| 3Y | -28.9% | +207.4% | -236.4% | -46.2% |
| All | -28.9% | +210.1% | -239.1% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling