-7.1%
CMG vs SCCO
+177.0%
-184.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | +10.9% | -0.7% | +11.6% | +10.8% |
| 3M | +15.8% | +8.1% | +7.8% | +13.9% |
| 6M | +6.9% | +4.1% | +2.8% | +4.9% |
| YTD | -2.2% | +41.1% | -43.3% | -10.6% |
| 1Y | -7.1% | +95.6% | -102.6% | -20.7% |
| 3Y | -7.1% | +179.3% | -186.4% | -26.6% |
| All | -7.1% | +177.0% | -184.2% | -26.6% |
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 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