+117.7%
CMS vs SCCO
+1,108.1%
-990.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -1.2% |
| 30D | -2.8% | -0.2% | -2.6% | -2.9% |
| 3M | -7.1% | +17.8% | -24.9% | -8.3% |
| 6M | -10.0% | +2.3% | -12.3% | -10.6% |
| YTD | -0.9% | +41.6% | -42.5% | -4.0% |
| 1Y | -2.0% | +101.9% | -103.9% | -7.6% |
| 3Y | +33.0% | +186.2% | -153.2% | +20.2% |
| 5Y | +24.3% | +309.7% | -285.4% | +7.8% |
| All | +117.7% | +1,108.1% | -990.4% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling