+5.6%
CNC vs SCCO
+303.5%
-297.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.9% | -2.7% | +1.7% | -0.8% |
| 30D | -1.0% | -0.7% | -0.3% | -1.0% |
| 3M | +4.5% | +8.1% | -3.6% | +3.9% |
| 6M | +85.2% | +4.1% | +81.1% | +84.0% |
| YTD | +61.4% | +41.1% | +20.3% | +56.0% |
| 1Y | +94.9% | +95.6% | -0.7% | +84.0% |
| 3Y | 0.0% | +179.3% | -179.3% | -9.6% |
| All | +5.6% | +303.5% | -297.9% | -10.4% |
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