+73.5%
CART vs SCCO
+159.2%
-85.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.1% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | +22.4% | -15.0% | +37.4% | +24.2% |
| 3M | +16.5% | -9.1% | +25.6% | +17.1% |
| 6M | +44.9% | -0.9% | +45.8% | +43.6% |
| YTD | +30.0% | +29.7% | +0.3% | +19.5% |
| 1Y | +59.1% | +38.2% | +20.9% | +43.8% |
| 3Y | +138.8% | +191.5% | -52.7% | +47.8% |
| All | +73.5% | +159.2% | -85.7% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling