+2.6%
CI vs SCCO
+198.6%
-196.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.8% | -1.9% |
| 7D | -2.0% | +3.4% | -5.5% | -2.1% |
| 30D | -1.8% | +6.6% | -8.4% | -2.0% |
| 3M | -4.2% | +24.5% | -28.7% | -4.9% |
| 6M | +2.7% | +16.5% | -13.8% | +1.9% |
| YTD | +1.9% | +52.1% | -50.2% | +0.5% |
| 1Y | -6.3% | +114.2% | -120.4% | -8.5% |
| All | +2.6% | +198.6% | -196.0% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling