+66.4%
CNP vs SCCO
+169.0%
-102.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.6% |
| 7D | +1.3% | -1.9% | +3.2% | +1.3% |
| 30D | +3.8% | -17.4% | +21.2% | +4.1% |
| 3M | +2.4% | -11.7% | +14.0% | +2.5% |
| 6M | -1.2% | -12.1% | +10.9% | -1.1% |
| YTD | +9.3% | +20.9% | -11.6% | +7.0% |
| 1Y | +6.4% | +31.3% | -24.9% | +3.7% |
| 3Y | +66.4% | +170.3% | -104.0% | +44.4% |
| All | +66.4% | +169.0% | -102.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling