+1,652.8%
SCCO vs CAPR
-99.0%
+1,751.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.9% | +4.5% | -2.4% |
| 7D | -1.9% | +5.9% | -7.8% | -2.0% |
| 30D | -17.4% | +44.6% | -62.0% | -17.9% |
| 3M | -11.7% | +126.4% | -138.0% | -13.1% |
| 6M | -12.1% | -68.6% | +56.5% | -11.6% |
| YTD | +20.9% | -67.0% | +87.9% | +21.3% |
| 1Y | +31.3% | +65.2% | -33.8% | +24.8% |
| 3Y | +170.3% | +235.6% | -65.2% | +149.6% |
| 5Y | +240.8% | +175.4% | +65.4% | +213.2% |
| 10Y | +683.6% | -65.0% | +748.6% | +598.0% |
| All | +1,652.8% | -99.0% | +1,751.8% | +1,448.7% |
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