+136.2%
CMS vs SCCO
+701.7%
-565.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +5.3% | -18.1% | +23.3% | +6.3% |
| 3M | -0.3% | -12.8% | +12.5% | +0.2% |
| 6M | -4.0% | -8.5% | +4.4% | -4.1% |
| YTD | +2.1% | +23.9% | -21.8% | -0.5% |
| 1Y | -4.7% | +30.0% | -34.7% | -7.6% |
| 3Y | +36.8% | +175.2% | -138.4% | +22.9% |
| 5Y | +34.9% | +249.4% | -214.5% | +17.3% |
| All | +136.2% | +701.7% | -565.5% | +84.1% |
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 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