+707.9%
SCCO vs CPAY
+1,533.9%
-826.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.5% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | -0.2% | +0.6% | -0.7% | -0.6% |
| 3M | +17.8% | +17.0% | +0.7% | +9.6% |
| 6M | +2.3% | +24.1% | -21.9% | -7.6% |
| YTD | +41.6% | +35.7% | +5.9% | +21.3% |
| 1Y | +101.9% | +34.0% | +67.9% | +72.8% |
| 3Y | +186.2% | +50.3% | +135.9% | +126.8% |
| 5Y | +309.7% | +56.7% | +253.0% | +212.4% |
| 10Y | +1,094.2% | +153.9% | +940.3% | +614.9% |
| All | +707.9% | +1,533.9% | -826.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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