+45.0%
SCCO vs CPB
-18.4%
+63.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +2.8% |
| 7D | -7.9% | +13.0% | -20.9% | -6.1% |
| 30D | -13.0% | +20.5% | -33.5% | -10.4% |
| 3M | -6.9% | +2.2% | -9.1% | -5.6% |
| 6M | +11.0% | +15.4% | -4.4% | +14.9% |
| YTD | +30.3% | -12.3% | +42.6% | +31.2% |
| 1Y | +45.0% | -18.0% | +63.0% | +46.0% |
| All | +45.0% | -18.4% | +63.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling