-44.8%
COMP vs SCCO
+287.6%
-332.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.4% | -5.3% | +6.6% | +4.2% |
| 30D | -13.3% | +2.7% | -16.0% | -15.2% |
| 3M | +41.1% | +4.2% | +36.9% | +35.2% |
| 6M | +17.2% | -0.6% | +17.8% | +14.6% |
| YTD | +5.2% | +45.0% | -39.8% | -18.3% |
| 1Y | +18.9% | +109.3% | -90.4% | -27.4% |
| 3Y | +215.9% | +180.8% | +35.1% | +46.6% |
| 5Y | -31.2% | +314.3% | -345.5% | -75.4% |
| All | -44.8% | +287.6% | -332.4% | -80.3% |
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