+10.7%
CARR vs SCCO
+303.5%
-292.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -2.7% | -1.1% | -3.1% |
| 30D | -8.9% | -0.7% | -8.2% | -9.2% |
| 3M | -17.3% | +8.1% | -25.4% | -20.0% |
| 6M | -1.4% | +4.1% | -5.5% | -4.3% |
| YTD | +10.0% | +41.1% | -31.1% | -4.4% |
| 1Y | -6.4% | +95.6% | -101.9% | -27.3% |
| 3Y | +1.5% | +179.3% | -177.7% | -32.4% |
| All | +10.7% | +303.5% | -292.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling