+2,220.0%
CVS vs SCCO
+35,790.2%
-33,570.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.9% | +2.4% | -4.4% | -2.3% |
| 30D | -0.3% | +6.4% | -6.7% | -1.5% |
| 3M | -1.1% | +21.6% | -22.7% | -4.6% |
| 6M | +23.7% | +13.4% | +10.3% | +19.8% |
| YTD | +23.0% | +52.6% | -29.6% | +13.1% |
| 1Y | +37.2% | +122.4% | -85.2% | +18.4% |
| 3Y | +62.4% | +208.5% | -146.0% | +30.2% |
| 5Y | +31.8% | +353.9% | -322.1% | -2.9% |
| 10Y | +41.9% | +1,187.3% | -1,145.4% | -14.8% |
| All | +2,220.0% | +35,790.2% | -33,570.2% | +757.0% |
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 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