+733.7%
CNP vs SCCO
+33,989.4%
-33,255.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -5.3% | +6.4% | +2.0% |
| 30D | -1.8% | +2.7% | -4.5% | -2.5% |
| 3M | -4.6% | +4.2% | -8.9% | -6.1% |
| 6M | -8.8% | -0.6% | -8.2% | -10.2% |
| YTD | +5.2% | +45.0% | -39.7% | -3.6% |
| 1Y | +8.3% | +109.3% | -101.0% | -7.5% |
| 3Y | +54.9% | +180.8% | -125.9% | +22.3% |
| 5Y | +73.5% | +314.3% | -240.8% | +24.7% |
| 10Y | +139.1% | +1,083.3% | -944.2% | +37.4% |
| All | +733.7% | +33,989.4% | -33,255.7% | +220.0% |
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