+206.6%
CFG vs SCCO
+701.7%
-495.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.3% |
| 7D | +1.6% | +1.7% | -0.1% | +0.8% |
| 30D | +3.3% | -18.1% | +21.4% | +11.6% |
| 3M | -11.5% | -12.8% | +1.3% | -7.9% |
| 6M | +6.2% | -8.5% | +14.7% | +6.2% |
| YTD | +14.3% | +23.9% | -9.7% | -4.5% |
| 1Y | +26.7% | +30.0% | -3.2% | +3.4% |
| 3Y | +187.8% | +175.2% | +12.6% | +47.2% |
| 5Y | +61.3% | +249.4% | -188.1% | -31.8% |
| All | +206.6% | +701.7% | -495.0% | -26.7% |
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