+51.5%
CART vs SCCO
+189.7%
-138.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.0% | -5.3% | +6.3% | +1.7% |
| 30D | +12.6% | +2.7% | +9.9% | +12.1% |
| 3M | +23.1% | +4.2% | +18.9% | +22.1% |
| 6M | +39.5% | -0.6% | +40.2% | +39.0% |
| YTD | +13.5% | +45.0% | -31.4% | +3.5% |
| 1Y | +14.9% | +109.3% | -94.4% | -5.4% |
| All | +51.5% | +189.7% | -138.2% | 0.0% |
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