+1,500.5%
CIEN vs SCCO
+1,104.1%
+396.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +8.9% | -2.7% | +11.5% | +10.0% |
| 30D | -19.1% | -0.7% | -18.4% | -19.0% |
| 3M | -21.5% | +8.1% | -29.6% | -24.2% |
| 6M | +2.8% | +4.1% | -1.3% | +0.5% |
| YTD | +49.5% | +41.1% | +8.3% | +30.4% |
| 1Y | +163.8% | +95.6% | +68.2% | +105.5% |
| 3Y | +615.8% | +179.3% | +436.6% | +375.1% |
| 5Y | +548.4% | +308.3% | +240.1% | +261.4% |
| All | +1,500.5% | +1,104.1% | +396.4% | +468.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling