+98.8%
CVE vs SCCO
+109.6%
-10.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +2.5% | -5.3% | +7.8% | +2.5% |
| 30D | +16.7% | +2.7% | +14.1% | +16.6% |
| 3M | +9.3% | +4.2% | +5.1% | +9.3% |
| 6M | +43.6% | -0.6% | +44.2% | +46.6% |
| YTD | +93.6% | +45.0% | +48.6% | +87.4% |
| 1Y | +98.8% | +109.3% | -10.6% | +89.6% |
| All | +98.8% | +109.6% | -10.8% | +89.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling