+190.1%
CFG vs SCCO
+179.3%
+10.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | +2.8% | -17.8% | +20.5% | +6.7% |
| 3M | -10.1% | -12.5% | +2.4% | -8.3% |
| 6M | +3.2% | -4.1% | +7.2% | +2.1% |
| YTD | +14.2% | +25.5% | -11.3% | +3.1% |
| 1Y | +27.4% | +31.0% | -3.6% | +13.5% |
| All | +190.1% | +179.3% | +10.8% | +77.8% |
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