+1,063.5%
SCCO vs CHD
+126.1%
+937.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -2.7% | -4.5% | +1.8% | -2.4% |
| 30D | -0.7% | -6.7% | +6.0% | -0.3% |
| 3M | +8.1% | -2.7% | +10.8% | +8.2% |
| 6M | +4.1% | -4.9% | +9.0% | +4.3% |
| YTD | +41.1% | +13.3% | +27.8% | +39.9% |
| 1Y | +95.6% | +1.0% | +94.5% | +95.3% |
| 3Y | +179.3% | +1.3% | +177.9% | +176.7% |
| 5Y | +308.3% | +20.8% | +287.5% | +287.6% |
| All | +1,063.5% | +126.1% | +937.4% | +964.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling