+985.1%
CDW vs SCCO
+883.3%
+101.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.1% |
| 7D | +9.3% | -1.9% | +11.2% | +9.8% |
| 30D | +14.4% | -17.4% | +31.8% | +19.3% |
| 3M | +21.4% | -11.7% | +33.1% | +24.2% |
| 6M | +72.8% | -12.1% | +84.9% | +74.9% |
| YTD | +28.0% | +20.9% | +7.1% | +15.2% |
| 1Y | +19.3% | +31.3% | -12.0% | +4.9% |
| 3Y | -15.3% | +170.3% | -185.6% | -42.0% |
| 5Y | -3.8% | +240.8% | -244.6% | -40.5% |
| 10Y | +318.5% | +683.6% | -365.1% | +91.5% |
| All | +985.1% | +883.3% | +101.7% | +369.8% |
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