+61.8%
CVE vs SCCO
+873.4%
-811.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -16.1% | -4.8% | -11.3% | -14.2% |
| 30D | -10.4% | -15.8% | +5.4% | -3.1% |
| 3M | -2.4% | -10.9% | +8.6% | +1.3% |
| 6M | -4.4% | -5.1% | +0.7% | -7.2% |
| YTD | +64.9% | +23.2% | +41.7% | +30.3% |
| 1Y | +66.0% | +30.7% | +35.3% | +26.1% |
| 3Y | +57.7% | +164.1% | -106.4% | -26.9% |
| 5Y | +144.7% | +271.3% | -126.6% | -12.1% |
| 10Y | +139.2% | +860.5% | -721.3% | -51.7% |
| All | +61.8% | +873.4% | -811.6% | -73.2% |
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