+14.9%
CART vs SCCO
+105.9%
-91.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +1.0% | -5.3% | +6.3% | +0.8% |
| 30D | +12.6% | +0.9% | +11.7% | +12.6% |
| 3M | +23.1% | +2.4% | +20.7% | +23.2% |
| 6M | +39.5% | -2.4% | +41.9% | +39.6% |
| YTD | +13.5% | +42.4% | -28.9% | +17.1% |
| 1Y | +14.9% | +105.6% | -90.8% | +24.4% |
| All | +14.9% | +105.9% | -91.1% | +24.4% |
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