-23.6%
CDW vs SCCO
+355.0%
-378.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | +2.4% | -6.7% | -4.6% |
| 30D | +4.9% | +6.4% | -1.6% | +3.8% |
| 3M | +7.3% | +21.6% | -14.3% | +3.7% |
| 6M | +19.2% | +13.4% | +5.8% | +15.7% |
| YTD | +6.2% | +52.6% | -46.4% | -5.2% |
| 1Y | -14.0% | +122.4% | -136.4% | -30.0% |
| 3Y | -30.0% | +208.5% | -238.4% | -49.0% |
| 5Y | -23.6% | +353.9% | -377.5% | -51.7% |
| All | -23.6% | +355.0% | -378.6% | -51.7% |
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