+47.5%
CCL vs SCCO
+178.0%
-130.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +1.7% |
| 7D | -4.3% | -2.7% | -1.6% | -3.5% |
| 30D | -19.0% | -0.2% | -18.8% | -19.4% |
| 3M | -13.1% | +17.8% | -30.9% | -19.3% |
| 6M | -13.3% | +2.3% | -15.5% | -15.9% |
| YTD | -25.2% | +41.6% | -66.8% | -36.9% |
| 1Y | -27.2% | +101.9% | -129.1% | -47.0% |
| All | +47.5% | +178.0% | -130.5% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling