+42.4%
CART vs SCCO
+204.0%
-161.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.9% | -10.9% | -6.5% |
| 7D | -4.1% | +3.4% | -7.5% | -4.5% |
| 30D | -4.3% | +6.6% | -10.9% | -5.2% |
| 3M | +13.1% | +24.5% | -11.4% | +10.0% |
| 6M | +26.0% | +16.5% | +9.5% | +22.7% |
| YTD | +6.7% | +52.1% | -45.4% | -3.3% |
| 1Y | +6.3% | +114.2% | -107.9% | -12.4% |
| All | +42.4% | +204.0% | -161.6% | -6.5% |
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