+639.7%
CEG vs SCCO
+285.4%
+354.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.6% |
| 7D | +6.7% | +3.4% | +3.2% | +5.5% |
| 30D | +11.0% | +6.6% | +4.4% | +8.3% |
| 3M | +19.5% | +24.5% | -5.0% | +10.3% |
| 6M | -5.9% | +16.5% | -22.3% | -12.2% |
| YTD | -15.0% | +52.1% | -67.1% | -28.7% |
| 1Y | +0.6% | +114.2% | -113.5% | -25.3% |
| 3Y | +180.6% | +207.4% | -26.8% | +81.9% |
| All | +639.7% | +285.4% | +354.2% | +330.4% |
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