+4,005.7%
CMG vs SCCO
+4,131.4%
-125.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +2.1% |
| 7D | -3.8% | -2.7% | -1.1% | -3.3% |
| 30D | +12.9% | -0.2% | +13.1% | +12.7% |
| 3M | +18.8% | +17.8% | +1.0% | +13.2% |
| 6M | +4.1% | +2.3% | +1.8% | +1.5% |
| YTD | -2.4% | +41.6% | -44.0% | -13.3% |
| 1Y | -6.7% | +101.9% | -108.5% | -24.7% |
| 3Y | -7.1% | +186.2% | -193.3% | -33.7% |
| 5Y | -5.0% | +309.7% | -314.6% | -40.1% |
| 10Y | +323.5% | +1,094.2% | -770.7% | +89.1% |
| All | +4,005.7% | +4,131.4% | -125.7% | +959.1% |
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