-60.3%
CSGP vs SCCO
+162.8%
-223.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.7% |
| 7D | +1.3% | -4.8% | +6.1% | +1.2% |
| 30D | +10.7% | -15.8% | +26.5% | +10.7% |
| 3M | +3.3% | -10.9% | +14.2% | +3.0% |
| 6M | -10.3% | -5.1% | -5.2% | -10.9% |
| YTD | -54.6% | +23.2% | -77.8% | -58.0% |
| 1Y | -54.6% | +30.7% | -85.3% | -58.7% |
| 3Y | -60.3% | +164.1% | -224.4% | -72.0% |
| All | -60.3% | +162.8% | -223.1% | -72.0% |
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