+73.9%
CTVA vs SCCO
+177.0%
-103.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -2.7% | -1.9% | -4.2% |
| 30D | +11.3% | -0.7% | +12.0% | +11.1% |
| 3M | +12.3% | +8.1% | +4.2% | +10.2% |
| 6M | +7.2% | +4.1% | +3.1% | +5.1% |
| YTD | +26.0% | +41.1% | -15.1% | +14.6% |
| 1Y | +16.0% | +95.6% | -79.5% | -3.1% |
| 3Y | +73.9% | +179.3% | -105.3% | +21.1% |
| All | +73.9% | +177.0% | -103.1% | +21.1% |
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