+69.3%
CNP vs SCCO
+313.8%
-244.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.2% | +5.6% | -1.2% |
| 7D | -2.2% | -2.7% | +0.6% | -2.0% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | -7.9% | +17.8% | -25.7% | -9.3% |
| 6M | -8.3% | +2.3% | -10.6% | -9.0% |
| YTD | +3.8% | +41.6% | -37.8% | -0.7% |
| 1Y | +5.9% | +101.9% | -96.0% | -2.8% |
| 3Y | +49.3% | +186.2% | -136.9% | +27.5% |
| 5Y | +69.3% | +309.7% | -240.4% | +35.3% |
| All | +69.3% | +313.8% | -244.5% | +35.3% |
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