+234.6%
CF vs SCCO
+339.1%
-104.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | 0.0% |
| 7D | -0.9% | +3.4% | -4.4% | -1.5% |
| 30D | +18.1% | +6.6% | +11.5% | +16.8% |
| 3M | +23.4% | +24.5% | -1.1% | +18.6% |
| 6M | +17.1% | +16.5% | +0.6% | +12.4% |
| YTD | +76.2% | +52.1% | +24.1% | +55.9% |
| 1Y | +62.3% | +114.2% | -51.9% | +30.3% |
| 3Y | +71.8% | +207.4% | -135.6% | +17.3% |
| 5Y | +234.6% | +353.7% | -119.2% | +87.5% |
| All | +234.6% | +339.1% | -104.6% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling