+180.2%
SCCO vs CHD
+0.5%
+179.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -5.9% | -7.4% |
| 7D | -2.7% | -4.7% | +2.0% | -3.3% |
| 30D | -0.2% | -8.3% | +8.1% | -1.2% |
| 3M | +17.8% | -4.0% | +21.8% | +17.4% |
| 6M | +2.3% | -6.5% | +8.8% | +1.2% |
| YTD | +41.6% | +13.1% | +28.5% | +45.8% |
| 1Y | +101.9% | +2.3% | +99.6% | +104.3% |
| All | +180.2% | +0.5% | +179.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling