+3,201.4%
CI vs SCCO
+28,322.8%
-25,121.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | +1.2% | -1.9% | +3.1% | +1.5% |
| 30D | +2.6% | -17.4% | +20.0% | +6.4% |
| 3M | +7.4% | -11.7% | +19.1% | +9.3% |
| 6M | -0.1% | -12.1% | +12.0% | +0.6% |
| YTD | +9.7% | +20.9% | -11.1% | +1.3% |
| 1Y | +12.1% | +31.3% | -19.2% | +1.5% |
| 3Y | +7.0% | +170.3% | -163.3% | -21.4% |
| 5Y | +49.7% | +240.8% | -191.1% | +0.9% |
| 10Y | +147.2% | +683.6% | -536.4% | +30.1% |
| All | +3,201.4% | +28,322.8% | -25,121.4% | +806.1% |
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