+216.7%
CTVA vs SCCO
+718.3%
-501.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -2.7% | -1.9% | -3.9% |
| 30D | +11.3% | -0.7% | +12.0% | +11.0% |
| 3M | +12.3% | +8.1% | +4.2% | +8.4% |
| 6M | +7.2% | +4.1% | +3.1% | +3.1% |
| YTD | +26.0% | +41.1% | -15.1% | +7.6% |
| 1Y | +16.0% | +95.6% | -79.5% | -12.7% |
| 3Y | +73.9% | +179.3% | -105.3% | +8.4% |
| 5Y | +103.8% | +308.3% | -204.5% | +2.9% |
| All | +216.7% | +718.3% | -501.6% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling