+250.2%
SCCO vs CPB
-33.2%
+283.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -2.2% |
| 7D | -1.9% | -1.6% | -0.4% | -2.0% |
| 30D | -17.4% | +19.2% | -36.6% | -16.3% |
| 3M | -11.7% | -0.9% | -10.7% | -11.4% |
| 6M | -12.1% | +15.2% | -27.4% | -10.9% |
| YTD | +20.9% | -13.1% | +33.9% | +21.1% |
| 1Y | +31.3% | -22.4% | +53.8% | +31.2% |
| 3Y | +170.3% | -35.3% | +205.6% | +164.1% |
| All | +250.2% | -33.2% | +283.4% | +246.2% |
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