+30,020.0%
SCCO vs CNI
+6,457.9%
+23,562.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.7% | -6.8% |
| 7D | -2.7% | -1.1% | -1.6% | -1.9% |
| 30D | -0.2% | -3.5% | +3.4% | +2.3% |
| 3M | +17.8% | +2.2% | +15.6% | +15.3% |
| 6M | +2.3% | +15.1% | -12.8% | -7.6% |
| YTD | +41.6% | +24.7% | +16.9% | +20.8% |
| 1Y | +101.9% | +33.4% | +68.5% | +64.1% |
| 3Y | +186.2% | +19.5% | +166.7% | +148.7% |
| 5Y | +309.7% | +12.6% | +297.1% | +266.0% |
| 10Y | +1,094.2% | +134.7% | +959.6% | +547.6% |
| All | +30,020.0% | +6,457.9% | +23,562.1% | +4,828.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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