+3,023.1%
CI vs SCCO
+33,989.4%
-30,966.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -5.3% | +6.6% | +2.4% |
| 30D | +4.4% | +2.7% | +1.8% | +3.5% |
| 3M | +0.7% | +4.2% | -3.6% | -1.4% |
| 6M | +0.3% | -0.6% | +1.0% | -1.5% |
| YTD | +3.8% | +45.0% | -41.2% | -7.1% |
| 1Y | -5.5% | +109.3% | -114.8% | -22.8% |
| 3Y | +8.1% | +180.8% | -172.7% | -20.6% |
| 5Y | +42.8% | +314.3% | -271.5% | -7.4% |
| 10Y | +143.9% | +1,083.3% | -939.4% | +17.5% |
| All | +3,023.1% | +33,989.4% | -30,966.3% | +730.1% |
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