+262.8%
SCCO vs CAPR
+219.7%
+43.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.5% | -25.2% | +0.8% |
| 7D | -2.4% | +25.8% | -28.2% | -2.8% |
| 30D | -16.5% | +50.2% | -66.7% | -17.2% |
| 3M | -10.4% | +185.5% | -195.9% | -12.4% |
| 6M | -2.8% | -64.8% | +62.1% | -2.2% |
| YTD | +27.2% | -61.1% | +88.3% | +27.5% |
| 1Y | +33.6% | +81.0% | -47.3% | +25.5% |
| 3Y | +182.4% | +300.7% | -118.3% | +129.0% |
| 5Y | +262.8% | +223.3% | +39.4% | +186.0% |
| All | +262.8% | +219.7% | +43.1% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling