-63.1%
CSGP vs SCCO
+243.3%
-306.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +3.1% |
| 7D | +1.3% | -1.9% | +3.2% | +1.5% |
| 30D | +2.8% | -17.4% | +20.2% | +4.3% |
| 3M | -6.3% | -11.7% | +5.3% | -5.9% |
| 6M | -3.2% | -12.1% | +9.0% | -3.2% |
| YTD | -54.0% | +20.9% | -74.8% | -58.1% |
| 1Y | -54.8% | +31.3% | -86.2% | -59.8% |
| 3Y | -60.6% | +170.3% | -230.9% | -72.4% |
| All | -63.1% | +243.3% | -306.3% | -77.0% |
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 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