+33,286.3%
SCCO vs CHD
+9,083.6%
+24,202.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.4% | -4.2% | +6.6% | +3.5% |
| 30D | +6.4% | -7.6% | +14.0% | +8.3% |
| 3M | +21.6% | -1.6% | +23.2% | +21.6% |
| 6M | +13.4% | -6.3% | +19.7% | +14.8% |
| YTD | +52.6% | +14.6% | +38.0% | +46.9% |
| 1Y | +122.4% | +1.6% | +120.8% | +119.6% |
| 3Y | +208.5% | +3.1% | +205.3% | +198.6% |
| 5Y | +353.9% | +21.1% | +332.8% | +312.7% |
| 10Y | +1,187.3% | +128.6% | +1,058.6% | +839.9% |
| All | +33,286.3% | +9,083.6% | +24,202.6% | +13,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling