+42.7%
CI vs SCCO
+355.0%
-312.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.1% | +2.4% | -3.6% | -1.3% |
| 30D | +0.5% | +6.4% | -5.9% | 0.0% |
| 3M | -5.2% | +21.6% | -26.7% | -6.7% |
| 6M | +4.3% | +13.4% | -9.1% | +2.8% |
| YTD | +2.8% | +52.6% | -49.8% | -1.5% |
| 1Y | -5.8% | +122.4% | -128.2% | -12.9% |
| 3Y | +4.7% | +208.5% | -203.7% | -9.4% |
| 5Y | +42.7% | +353.9% | -311.2% | +13.5% |
| All | +42.7% | +355.0% | -312.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling