+119.6%
SCCO vs CAI
-9.9%
+129.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | -2.7% | -2.9% | +0.3% | -2.4% |
| 30D | -0.7% | +9.3% | -10.1% | -1.5% |
| 3M | +8.1% | +35.2% | -27.1% | +5.3% |
| 6M | +4.1% | +30.7% | -26.6% | +0.7% |
| YTD | +41.1% | -9.8% | +50.9% | +36.7% |
| 1Y | +95.6% | -28.9% | +124.4% | +87.1% |
| All | +119.6% | -9.9% | +129.5% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling