+353.9%
SCCO vs CPB
-38.1%
+392.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.4% |
| 7D | +2.4% | -8.0% | +10.4% | +1.9% |
| 30D | +6.4% | -2.4% | +8.8% | +6.3% |
| 3M | +21.6% | +0.5% | +21.0% | +21.9% |
| 6M | +13.4% | -10.5% | +23.9% | +13.1% |
| YTD | +52.6% | -17.5% | +70.2% | +51.9% |
| 1Y | +122.4% | -31.0% | +153.4% | +120.8% |
| 3Y | +208.5% | -40.6% | +249.1% | +199.7% |
| 5Y | +353.9% | -37.7% | +391.6% | +347.0% |
| All | +353.9% | -38.1% | +392.0% | +347.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling