+362.4%
CFG vs SCCO
+949.7%
-587.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | -5.3% | +6.8% | +3.7% |
| 30D | -3.8% | +2.7% | -6.5% | -5.4% |
| 3M | +11.5% | +4.2% | +7.3% | +7.4% |
| 6M | +19.2% | -0.6% | +19.8% | +15.5% |
| YTD | +23.7% | +45.0% | -21.3% | -0.8% |
| 1Y | +38.8% | +109.3% | -70.5% | -7.2% |
| 3Y | +178.9% | +180.8% | -1.9% | +52.3% |
| 5Y | +101.8% | +314.3% | -212.5% | -14.1% |
| 10Y | +317.3% | +1,083.3% | -766.0% | +4.0% |
| All | +362.4% | +949.7% | -587.4% | +15.4% |
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