+61.5%
CF vs SCCO
+162.8%
-101.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.7% |
| 7D | -3.2% | -4.8% | +1.7% | -3.1% |
| 30D | +4.3% | -15.8% | +20.1% | +4.8% |
| 3M | +2.8% | -10.9% | +13.7% | +3.0% |
| 6M | +0.6% | -5.1% | +5.7% | +0.5% |
| YTD | +56.6% | +23.2% | +33.4% | +48.1% |
| 1Y | +49.6% | +30.7% | +18.9% | +40.0% |
| 3Y | +61.5% | +164.1% | -102.6% | +28.1% |
| All | +61.5% | +162.8% | -101.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling