+117.4%
CSCO vs SCCO
+346.0%
-228.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | 0.0% | +2.4% | -2.5% | -0.5% |
| 30D | -10.7% | +6.4% | -17.1% | -11.7% |
| 3M | -8.7% | +21.6% | -30.3% | -12.0% |
| 6M | +44.9% | +13.4% | +31.5% | +40.6% |
| YTD | +44.1% | +52.6% | -8.5% | +32.6% |
| 1Y | +65.9% | +122.4% | -56.5% | +42.7% |
| 3Y | +109.0% | +208.5% | -99.4% | +66.0% |
| All | +117.4% | +346.0% | -228.6% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling