+585.2%
CIEN vs SCCO
+178.0%
+407.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +2.5% |
| 7D | +5.4% | -2.7% | +8.1% | +6.7% |
| 30D | -13.7% | -0.2% | -13.5% | -13.8% |
| 3M | -23.0% | +17.8% | -40.8% | -29.5% |
| 6M | -0.8% | +2.3% | -3.1% | -3.4% |
| YTD | +43.1% | +41.6% | +1.5% | +22.1% |
| 1Y | +157.6% | +101.9% | +55.8% | +94.8% |
| All | +585.2% | +178.0% | +407.2% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling