+329.7%
CFG vs SCCO
+775.3%
-445.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | +3.2% | -1.9% | +5.1% | +3.9% |
| 30D | +5.1% | -17.4% | +22.6% | +13.0% |
| 3M | -11.2% | -11.7% | +0.4% | -8.2% |
| 6M | +9.6% | -12.1% | +21.7% | +11.4% |
| YTD | +15.0% | +20.9% | -5.9% | -1.9% |
| 1Y | +29.9% | +31.3% | -1.5% | +6.6% |
| 3Y | +192.1% | +170.3% | +21.8% | +58.1% |
| 5Y | +62.3% | +240.8% | -178.5% | -25.4% |
| 10Y | +219.2% | +683.6% | -464.5% | -8.6% |
| All | +329.7% | +775.3% | -445.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling