+260.5%
CP vs SCCO
+682.0%
-421.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.1% | -1.9% | +4.1% | +2.6% |
| 30D | +9.3% | -17.4% | +26.7% | +15.0% |
| 3M | +0.5% | -11.7% | +12.1% | +3.1% |
| 6M | +10.4% | -12.1% | +22.5% | +11.9% |
| YTD | +28.7% | +20.9% | +7.8% | +15.0% |
| 1Y | +33.2% | +31.3% | +1.8% | +15.6% |
| 3Y | +38.4% | +170.3% | -131.9% | -10.9% |
| 5Y | +26.2% | +240.8% | -214.6% | -28.5% |
| All | +260.5% | +682.0% | -421.5% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling