+6,781.2%
CME vs SCCO
+28,059.5%
-21,278.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -5.3% | +3.7% | -0.2% |
| 30D | +6.2% | +2.7% | +3.6% | +5.1% |
| 3M | +10.4% | +4.2% | +6.2% | +7.7% |
| 6M | -9.5% | -0.6% | -8.9% | -11.9% |
| YTD | +6.0% | +45.0% | -39.0% | -8.2% |
| 1Y | +9.3% | +109.3% | -100.0% | -15.6% |
| 3Y | +57.7% | +180.8% | -123.1% | +5.4% |
| 5Y | +77.7% | +314.3% | -236.6% | +0.7% |
| 10Y | +281.2% | +1,083.3% | -802.1% | +40.4% |
| All | +6,781.2% | +28,059.5% | -21,278.3% | +1,073.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling