+159.5%
CVE vs SCCO
+243.3%
-83.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.4% |
| 7D | +5.9% | -1.9% | +7.8% | +6.5% |
| 30D | -10.9% | -17.4% | +6.6% | -5.7% |
| 3M | -4.5% | -11.7% | +7.1% | -2.0% |
| 6M | -1.0% | -12.1% | +11.1% | 0.0% |
| YTD | +74.7% | +20.9% | +53.9% | +46.9% |
| 1Y | +65.8% | +31.3% | +34.5% | +33.5% |
| 3Y | +73.2% | +170.3% | -97.1% | -10.7% |
| All | +159.5% | +243.3% | -83.8% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling