+607.3%
CEG vs SCCO
+258.8%
+348.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.5% | -0.4% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | +2.9% | -0.2% | +3.1% | +2.5% |
| 3M | +18.2% | +17.8% | +0.4% | +11.0% |
| 6M | -9.5% | +2.3% | -11.8% | -11.9% |
| YTD | -18.7% | +41.6% | -60.3% | -30.3% |
| 1Y | -10.1% | +101.9% | -112.0% | -32.1% |
| 3Y | +168.3% | +186.2% | -17.8% | +78.0% |
| All | +607.3% | +258.8% | +348.5% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling