+4,462.8%
CNC vs SCCO
+35,498.0%
-31,035.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.3% | +3.4% |
| 7D | -3.9% | -2.7% | -1.2% | -3.5% |
| 30D | +0.8% | -0.2% | +1.0% | +0.5% |
| 3M | +0.1% | +17.8% | -17.7% | -3.7% |
| 6M | +79.7% | +2.3% | +77.4% | +75.8% |
| YTD | +58.9% | +41.6% | +17.3% | +44.6% |
| 1Y | +109.1% | +101.9% | +7.3% | +77.0% |
| 3Y | 0.0% | +186.2% | -186.2% | -24.0% |
| 5Y | +9.5% | +309.7% | -300.2% | -25.1% |
| 10Y | +95.7% | +1,094.2% | -998.6% | +1.7% |
| All | +4,462.8% | +35,498.0% | -31,035.2% | +916.3% |
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 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