+7,506.6%
CTAS vs SCCO
+33,989.4%
-26,482.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -5.3% | +3.4% | -0.7% |
| 30D | -0.2% | +2.7% | -2.9% | -1.0% |
| 3M | +11.7% | +4.2% | +7.5% | +9.4% |
| 6M | +0.7% | -0.6% | +1.3% | -1.2% |
| YTD | +7.4% | +45.0% | -37.6% | -4.1% |
| 1Y | -2.1% | +109.3% | -111.4% | -20.1% |
| 3Y | +62.9% | +180.8% | -117.8% | +20.1% |
| 5Y | +111.9% | +314.3% | -202.4% | +38.4% |
| 10Y | +652.2% | +1,083.3% | -431.1% | +274.8% |
| All | +7,506.6% | +33,989.4% | -26,482.8% | +1,574.3% |
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