+4,187.6%
CSCO vs SCCO
+33,989.4%
-29,801.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.7% | -5.3% | +4.6% | +0.8% |
| 30D | -10.1% | +2.7% | -12.8% | -10.9% |
| 3M | -15.7% | +4.2% | -19.9% | -17.3% |
| 6M | +36.3% | -0.6% | +36.9% | +33.9% |
| YTD | +43.8% | +45.0% | -1.1% | +25.9% |
| 1Y | +63.9% | +109.3% | -45.4% | +28.3% |
| 3Y | +104.4% | +180.8% | -76.4% | +41.6% |
| 5Y | +111.4% | +314.3% | -202.9% | +25.5% |
| 10Y | +361.7% | +1,083.3% | -721.6% | +89.5% |
| All | +4,187.6% | +33,989.4% | -29,801.8% | +421.6% |
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