+31,611.0%
SCCO vs CPB
+83.4%
+31,527.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -5.3% | -8.6% | +3.3% | -3.7% |
| 30D | +2.7% | -7.2% | +9.9% | +4.0% |
| 3M | +4.2% | +0.9% | +3.3% | +3.4% |
| 6M | -0.6% | -11.8% | +11.2% | +1.1% |
| YTD | +45.0% | -19.4% | +64.4% | +49.6% |
| 1Y | +109.3% | -30.4% | +139.7% | +121.9% |
| 3Y | +180.8% | -40.2% | +220.9% | +201.8% |
| 5Y | +314.3% | -39.5% | +353.8% | +336.8% |
| 10Y | +1,083.3% | -47.4% | +1,130.7% | +1,144.5% |
| All | +31,611.0% | +83.4% | +31,527.7% | +26,065.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling