+353.9%
SCCO vs CAPR
+76.3%
+277.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +0.4% |
| 7D | +2.4% | -12.6% | +15.1% | +2.7% |
| 30D | +6.4% | +124.4% | -118.0% | +4.6% |
| 3M | +21.6% | -66.8% | +88.3% | +22.6% |
| 6M | +13.4% | -71.8% | +85.2% | +14.6% |
| YTD | +52.6% | -70.1% | +122.7% | +54.0% |
| 1Y | +122.4% | +33.3% | +89.0% | +110.2% |
| 3Y | +208.5% | +36.7% | +171.7% | +164.4% |
| 5Y | +353.9% | +72.5% | +281.4% | +259.0% |
| All | +353.9% | +76.3% | +277.6% | +259.0% |
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