+174.5%
CIEN vs SCCO
+105.9%
+68.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -15.2% | -5.3% | -9.9% | -12.0% |
| 30D | -21.5% | +0.9% | -22.4% | -22.1% |
| 3M | -40.1% | +2.4% | -42.5% | -41.6% |
| 6M | -6.6% | -2.4% | -4.2% | -7.1% |
| YTD | +37.3% | +42.4% | -5.2% | +6.0% |
| 1Y | +174.5% | +105.6% | +68.9% | +101.7% |
| All | +174.5% | +105.9% | +68.6% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling