-62.8%
CSGP vs SCCO
+182.2%
-245.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -4.1% | -5.3% | +1.2% | -3.9% |
| 30D | +2.3% | +2.7% | -0.4% | +2.2% |
| 3M | -8.2% | +4.2% | -12.4% | -8.2% |
| 6M | -35.1% | -0.6% | -34.4% | -34.8% |
| YTD | -54.0% | +45.0% | -99.0% | -57.6% |
| 1Y | -65.3% | +109.3% | -174.6% | -71.1% |
| All | -62.8% | +182.2% | -245.0% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling