+57.7%
CVE vs SCCO
+162.8%
-105.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -16.1% | -4.8% | -11.3% | -15.3% |
| 30D | -10.4% | -15.8% | +5.4% | -7.4% |
| 3M | -2.4% | -10.9% | +8.6% | -0.8% |
| 6M | -4.4% | -5.1% | +0.7% | -5.5% |
| YTD | +64.9% | +23.2% | +41.7% | +43.4% |
| 1Y | +66.0% | +30.7% | +35.3% | +40.6% |
| 3Y | +57.7% | +164.1% | -106.4% | -5.8% |
| All | +57.7% | +162.8% | -105.1% | -5.8% |
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