+863.2%
CDW vs SCCO
+1,079.4%
-216.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.2% | -5.3% | +8.4% | +4.4% |
| 30D | +9.3% | +2.7% | +6.6% | +8.4% |
| 3M | +9.8% | +4.2% | +5.6% | +7.6% |
| 6M | +23.3% | -0.6% | +24.0% | +20.7% |
| YTD | +13.7% | +45.0% | -31.3% | -1.4% |
| 1Y | -6.5% | +109.3% | -115.8% | -27.3% |
| 3Y | -25.2% | +180.8% | -206.0% | -48.5% |
| 5Y | -19.5% | +314.3% | -333.8% | -52.4% |
| 10Y | +285.8% | +1,083.3% | -797.5% | +61.7% |
| All | +863.2% | +1,079.4% | -216.1% | +302.0% |
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