-42.6%
CCL vs SCCO
+1,104.1%
-1,146.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | -3.2% | -2.7% | -0.6% | -2.1% |
| 30D | -17.8% | -0.7% | -17.1% | -18.3% |
| 3M | -18.7% | +8.1% | -26.8% | -23.6% |
| 6M | -11.4% | +4.1% | -15.5% | -15.8% |
| YTD | -24.3% | +41.1% | -65.4% | -41.2% |
| 1Y | -28.8% | +95.6% | -124.4% | -55.0% |
| 3Y | +49.3% | +179.3% | -129.9% | -29.7% |
| 5Y | +1.6% | +308.3% | -306.7% | -64.5% |
| All | -42.6% | +1,104.1% | -1,146.7% | -88.0% |
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 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