+2,002.2%
SCCO vs CAPR
-99.1%
+2,101.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -5.3% | -2.0% | -3.3% | -5.2% |
| 30D | +2.7% | +139.2% | -136.5% | +1.1% |
| 3M | +4.2% | -66.4% | +70.6% | +4.8% |
| 6M | -0.6% | -63.1% | +62.5% | -0.2% |
| YTD | +45.0% | -67.4% | +112.4% | +45.7% |
| 1Y | +109.3% | +58.2% | +51.1% | +99.0% |
| 3Y | +180.8% | +42.2% | +138.6% | +162.4% |
| 5Y | +314.3% | +87.3% | +227.0% | +283.0% |
| 10Y | +1,083.3% | -75.3% | +1,158.6% | +957.9% |
| All | +2,002.2% | -99.1% | +2,101.3% | +1,760.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling