+109.3%
SCCO vs CAI
-31.3%
+140.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -5.3% | -2.2% | -3.1% | -5.0% |
| 30D | +2.7% | +52.4% | -49.7% | -2.5% |
| 3M | +4.2% | +45.1% | -40.9% | -0.5% |
| 6M | -0.6% | +26.2% | -26.9% | -4.8% |
| YTD | +45.0% | -7.1% | +52.1% | +40.8% |
| 1Y | +109.3% | -31.0% | +140.3% | +96.2% |
| All | +109.3% | -31.3% | +140.6% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling