+305.2%
CG vs SCCO
+1,104.1%
-798.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -9.9% | -2.7% | -7.2% | -9.0% |
| 30D | -11.7% | -0.7% | -10.9% | -11.9% |
| 3M | -4.3% | +8.1% | -12.4% | -8.4% |
| 6M | -8.8% | +4.1% | -12.9% | -12.9% |
| YTD | -26.9% | +41.1% | -68.0% | -40.7% |
| 1Y | -35.4% | +95.6% | -131.0% | -55.3% |
| 3Y | +43.0% | +179.3% | -136.2% | -19.4% |
| 5Y | +1.9% | +308.3% | -306.4% | -53.5% |
| All | +305.2% | +1,104.1% | -798.9% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling