+5,967.0%
CF vs SCCO
+6,067.2%
-100.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.0% |
| 7D | +6.0% | -5.3% | +11.3% | +8.7% |
| 30D | +14.8% | +2.7% | +12.2% | +12.8% |
| 3M | +14.1% | +4.2% | +9.8% | +8.9% |
| 6M | +28.5% | -0.6% | +29.2% | +19.8% |
| YTD | +74.9% | +45.0% | +30.0% | +31.0% |
| 1Y | +61.7% | +109.3% | -47.6% | -1.9% |
| 3Y | +80.3% | +180.8% | -100.5% | -15.0% |
| 5Y | +226.0% | +314.3% | -88.3% | +15.3% |
| 10Y | +569.9% | +1,083.3% | -513.5% | +20.1% |
| All | +5,967.0% | +6,067.2% | -100.3% | +532.1% |
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 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