+7,898.8%
CP vs SCCO
+29,038.2%
-21,139.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | +10.3% | -18.1% | +28.4% | +16.6% |
| 3M | +2.3% | -12.8% | +15.1% | +5.5% |
| 6M | +10.7% | -8.5% | +19.2% | +10.9% |
| YTD | +29.3% | +23.9% | +5.4% | +15.5% |
| 1Y | +31.5% | +30.0% | +1.5% | +15.5% |
| 3Y | +36.7% | +175.2% | -138.5% | -8.9% |
| 5Y | +26.8% | +249.4% | -222.6% | -24.1% |
| 10Y | +260.1% | +703.4% | -443.3% | +56.2% |
| All | +7,898.8% | +29,038.2% | -21,139.4% | +1,349.7% |
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