+201.0%
SCCO vs CAPR
+43.6%
+157.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.5% | +5.0% |
| 7D | +3.4% | -9.5% | +12.9% | +3.6% |
| 30D | +6.6% | +121.5% | -114.9% | +5.2% |
| 3M | +24.5% | -65.4% | +89.9% | +25.3% |
| 6M | +16.5% | -67.5% | +84.0% | +17.4% |
| YTD | +52.1% | -68.6% | +120.7% | +53.2% |
| 1Y | +114.2% | +42.7% | +71.5% | +104.6% |
| All | +201.0% | +43.6% | +157.4% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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