+225.0%
CP vs SCCO
+1,104.1%
-879.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -2.6% | -2.7% | +0.1% | -1.9% |
| 30D | -3.7% | -0.7% | -3.0% | -3.9% |
| 3M | +0.1% | +8.1% | -8.0% | -3.2% |
| 6M | +7.8% | +4.1% | +3.7% | +4.0% |
| YTD | +21.7% | +41.1% | -19.4% | +4.9% |
| 1Y | +18.6% | +95.6% | -76.9% | -9.0% |
| 3Y | +17.5% | +179.3% | -161.7% | -23.5% |
| 5Y | +35.4% | +308.3% | -272.9% | -26.4% |
| All | +225.0% | +1,104.1% | -879.0% | +12.0% |
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 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