+7,628.3%
CP vs SCCO
+33,989.4%
-26,361.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -5.3% | +2.6% | -1.1% |
| 30D | +0.2% | +2.7% | -2.5% | -0.9% |
| 3M | +2.6% | +4.2% | -1.6% | -0.2% |
| 6M | +6.0% | -0.6% | +6.6% | +3.6% |
| YTD | +24.9% | +45.0% | -20.0% | +7.2% |
| 1Y | +20.1% | +109.3% | -89.2% | -8.9% |
| 3Y | +16.4% | +180.8% | -164.4% | -22.3% |
| 5Y | +31.7% | +314.3% | -282.5% | -24.9% |
| 10Y | +223.9% | +1,083.3% | -859.5% | +25.2% |
| All | +7,628.3% | +33,989.4% | -26,361.1% | +1,246.0% |
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