+76.1%
CME vs SCCO
+355.0%
-278.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.6% | +2.4% | -3.1% | -0.7% |
| 30D | +4.7% | +6.4% | -1.7% | +4.5% |
| 3M | +7.8% | +21.6% | -13.7% | +7.3% |
| 6M | -11.0% | +13.4% | -24.4% | -11.3% |
| YTD | +4.0% | +52.6% | -48.6% | +2.0% |
| 1Y | +9.1% | +122.4% | -113.3% | +4.6% |
| 3Y | +52.3% | +208.5% | -156.2% | +37.9% |
| 5Y | +76.1% | +353.9% | -277.8% | +46.7% |
| All | +76.1% | +355.0% | -278.9% | +46.7% |
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 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