+97.0%
CFG vs SCCO
+355.0%
-258.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | +2.4% | -3.0% | -1.3% |
| 30D | -4.5% | +6.4% | -11.0% | -6.6% |
| 3M | +6.3% | +21.6% | -15.2% | -0.5% |
| 6M | +20.6% | +13.4% | +7.2% | +13.8% |
| YTD | +21.2% | +52.6% | -31.4% | +2.1% |
| 1Y | +38.2% | +122.4% | -84.2% | +1.3% |
| 3Y | +185.9% | +208.5% | -22.5% | +74.9% |
| 5Y | +97.0% | +353.9% | -256.9% | +0.7% |
| All | +97.0% | +355.0% | -258.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling