+350.2%
CG vs SCCO
+978.3%
-628.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -4.3% | -5.3% | +0.9% | -2.3% |
| 30D | -5.1% | +2.7% | -7.8% | -6.5% |
| 3M | +8.7% | +4.2% | +4.5% | +5.4% |
| 6M | -9.2% | -0.6% | -8.6% | -11.4% |
| YTD | -18.9% | +45.0% | -63.8% | -33.8% |
| 1Y | -25.6% | +109.3% | -134.9% | -48.6% |
| 3Y | +57.3% | +180.8% | -123.5% | -7.1% |
| 5Y | +10.2% | +314.3% | -304.1% | -46.4% |
| 10Y | +364.2% | +1,083.3% | -719.1% | +40.8% |
| All | +350.2% | +978.3% | -628.1% | +33.8% |
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 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