+67.5%
CVE vs SCCO
+904.5%
-837.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | -10.8% | -16.5% | +5.6% | -3.2% |
| 3M | -4.3% | -10.4% | +6.0% | -1.2% |
| 6M | -1.5% | -2.8% | +1.3% | -5.6% |
| YTD | +70.7% | +27.2% | +43.6% | +32.6% |
| 1Y | +58.1% | +33.6% | +24.5% | +18.6% |
| 3Y | +69.8% | +182.4% | -112.5% | -24.3% |
| 5Y | +148.9% | +262.8% | -113.8% | -8.9% |
| 10Y | +143.5% | +724.4% | -580.9% | -46.1% |
| All | +67.5% | +904.5% | -837.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling