+520.6%
CIEN vs SCCO
+313.8%
+206.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +2.1% |
| 7D | +5.4% | -2.7% | +8.1% | +6.5% |
| 30D | -13.7% | -0.2% | -13.5% | -13.8% |
| 3M | -23.0% | +17.8% | -40.8% | -28.6% |
| 6M | -0.8% | +2.3% | -3.1% | -2.8% |
| YTD | +43.1% | +41.6% | +1.5% | +24.5% |
| 1Y | +157.6% | +101.9% | +55.8% | +99.8% |
| 3Y | +593.8% | +186.2% | +407.6% | +365.9% |
| 5Y | +520.6% | +309.7% | +210.9% | +263.0% |
| All | +520.6% | +313.8% | +206.8% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling