+487.0%
CF vs SCCO
+844.0%
-357.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.8% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +6.9% | -15.0% | +22.0% | +12.0% |
| 3M | +4.8% | -9.1% | +14.0% | +6.7% |
| 6M | +4.7% | -0.9% | +5.5% | +1.5% |
| YTD | +56.5% | +29.7% | +26.8% | +29.2% |
| 1Y | +48.4% | +38.2% | +10.3% | +18.9% |
| 3Y | +59.1% | +191.5% | -132.3% | -17.4% |
| 5Y | +109.5% | +281.7% | -172.2% | -12.1% |
| 10Y | +487.0% | +830.3% | -343.3% | +40.6% |
| All | +487.0% | +844.0% | -357.0% | +40.6% |
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