+34.0%
CMS vs SCCO
+271.3%
-237.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | +0.5% | -1.8% | +2.3% | +0.5% |
| 30D | +7.4% | -17.8% | +25.2% | +8.0% |
| 3M | +1.9% | -12.5% | +14.4% | +2.1% |
| 6M | -2.3% | -4.1% | +1.7% | -2.6% |
| YTD | +3.0% | +25.5% | -22.5% | +0.9% |
| 1Y | -2.8% | +31.0% | -33.7% | -5.0% |
| 3Y | +37.9% | +178.7% | -140.8% | +25.0% |
| 5Y | +34.0% | +279.7% | -245.7% | +20.3% |
| All | +34.0% | +271.3% | -237.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling