+501.2%
CMS vs SCCO
+33,989.4%
-33,488.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -5.3% | +5.6% | +1.1% |
| 30D | -3.6% | +2.7% | -6.3% | -4.1% |
| 3M | -1.9% | +4.2% | -6.1% | -3.1% |
| 6M | -11.0% | -0.6% | -10.3% | -12.0% |
| YTD | +0.2% | +45.0% | -44.8% | -6.5% |
| 1Y | -1.3% | +109.3% | -110.6% | -12.9% |
| 3Y | +35.9% | +180.8% | -144.8% | +12.5% |
| 5Y | +23.1% | +314.3% | -291.2% | -5.9% |
| 10Y | +117.9% | +1,083.3% | -965.4% | +34.2% |
| All | +501.2% | +33,989.4% | -33,488.2% | +146.0% |
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