+188.5%
CFG vs SCCO
+210.1%
-21.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.2% |
| 7D | +2.7% | +3.4% | -0.8% | +1.9% |
| 30D | -3.7% | +6.6% | -10.3% | -5.4% |
| 3M | +9.5% | +24.5% | -15.0% | +3.0% |
| 6M | +22.2% | +16.5% | +5.8% | +15.7% |
| YTD | +22.3% | +52.1% | -29.8% | +5.4% |
| 1Y | +39.4% | +114.2% | -74.7% | +7.1% |
| 3Y | +188.5% | +207.4% | -18.9% | +67.9% |
| All | +188.5% | +210.1% | -21.6% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling