-54.9%
CSGP vs SCCO
+30.3%
-85.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -3.7% |
| 7D | -3.2% | -1.8% | -1.4% | -3.6% |
| 30D | +2.2% | -17.8% | +20.0% | -2.1% |
| 3M | -3.7% | -12.5% | +8.8% | -6.0% |
| 6M | -7.4% | -4.1% | -3.4% | -6.5% |
| YTD | -54.9% | +25.5% | -80.4% | -53.9% |
| 1Y | -54.9% | +31.0% | -85.9% | -54.5% |
| All | -54.9% | +30.3% | -85.2% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling