+309.0%
CFG vs SCCO
+1,104.1%
-795.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -0.4% | -2.7% | +2.2% | +0.4% |
| 30D | -4.6% | -0.7% | -3.9% | -5.2% |
| 3M | +6.7% | +8.1% | -1.4% | +1.2% |
| 6M | +22.1% | +4.1% | +18.0% | +15.5% |
| YTD | +23.2% | +41.1% | -17.9% | -1.5% |
| 1Y | +40.3% | +95.6% | -55.3% | -5.5% |
| 3Y | +187.9% | +179.3% | +8.6% | +50.5% |
| 5Y | +102.0% | +308.3% | -206.3% | -19.6% |
| All | +309.0% | +1,104.1% | -795.0% | -14.2% |
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