+5,331.8%
CF vs SCCO
+5,142.0%
+189.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.1% |
| 7D | -3.2% | -4.8% | +1.7% | -1.2% |
| 30D | +4.3% | -15.8% | +20.1% | +11.8% |
| 3M | +2.8% | -10.9% | +13.7% | +6.3% |
| 6M | +0.6% | -5.1% | +5.7% | -2.1% |
| YTD | +56.6% | +23.2% | +33.4% | +24.7% |
| 1Y | +49.6% | +30.7% | +18.9% | +15.0% |
| 3Y | +61.5% | +164.1% | -102.6% | -23.3% |
| 5Y | +124.0% | +271.3% | -147.4% | -17.8% |
| 10Y | +573.2% | +860.5% | -287.4% | +32.0% |
| All | +5,331.8% | +5,142.0% | +189.8% | +501.6% |
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 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