+308.5%
CSCO vs SCCO
+682.0%
-373.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.8% | -5.6% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | -15.8% | -17.4% | +1.6% | -11.7% |
| 3M | -15.4% | -11.7% | -3.7% | -13.0% |
| 6M | -5.4% | -12.1% | +6.7% | -3.4% |
| YTD | +26.5% | +20.9% | +5.6% | +17.0% |
| 1Y | +25.9% | +31.3% | -5.5% | +13.8% |
| 3Y | +97.5% | +170.3% | -72.8% | +39.1% |
| 5Y | +93.0% | +240.8% | -147.8% | +21.1% |
| All | +308.5% | +682.0% | -373.5% | +81.4% |
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