+11,348.6%
CMI vs SCCO
+33,197.0%
-21,848.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.4% | +2.1% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | -12.8% | -0.2% | -12.6% | -13.3% |
| 3M | -12.4% | +17.8% | -30.2% | -19.2% |
| 6M | -0.9% | +2.3% | -3.1% | -3.8% |
| YTD | +8.9% | +41.6% | -32.7% | -8.9% |
| 1Y | +37.7% | +101.9% | -64.2% | -1.5% |
| 3Y | +148.9% | +186.2% | -37.3% | +46.8% |
| 5Y | +164.4% | +309.7% | -145.3% | +27.4% |
| 10Y | +506.9% | +1,094.2% | -587.3% | +69.9% |
| All | +11,348.6% | +33,197.0% | -21,848.4% | +1,133.1% |
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