+1,067.4%
SCCO vs CPB
-45.5%
+1,112.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.3% | -2.9% | -7.1% |
| 7D | -2.7% | -5.4% | +2.7% | -2.6% |
| 30D | -0.2% | -7.8% | +7.7% | 0.0% |
| 3M | +17.8% | -6.9% | +24.7% | +18.0% |
| 6M | +2.3% | -12.2% | +14.4% | +2.6% |
| YTD | +41.6% | -21.1% | +62.7% | +42.6% |
| 1Y | +101.9% | -33.5% | +135.4% | +104.8% |
| 3Y | +186.2% | -43.2% | +229.3% | +189.8% |
| 5Y | +309.7% | -40.9% | +350.6% | +310.8% |
| All | +1,067.4% | -45.5% | +1,112.9% | +1,162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling