+421.5%
CARR vs SCCO
+945.9%
-524.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 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% | -20.2% |
| 6M | -1.4% | +4.1% | -5.5% | -4.6% |
| YTD | +10.0% | +41.1% | -31.1% | -5.5% |
| 1Y | -6.4% | +95.6% | -101.9% | -28.8% |
| 3Y | +1.5% | +179.3% | -177.7% | -34.6% |
| 5Y | +9.3% | +308.3% | -299.0% | -40.9% |
| All | +421.5% | +945.9% | -524.4% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling