-1.8%
CARR vs SCCO
+43.0%
-44.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -0.7% | -7.9% | +7.2% | +1.2% |
| 30D | +0.3% | -13.0% | +13.3% | +3.4% |
| 3M | -14.9% | -6.9% | -8.0% | -14.1% |
| 6M | -14.9% | +11.0% | -25.8% | -18.5% |
| YTD | +7.0% | +30.3% | -23.3% | -6.5% |
| 1Y | -1.8% | +45.0% | -46.7% | -18.3% |
| All | -1.8% | +43.0% | -44.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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