+236.7%
CCL vs SCCO
+33,989.4%
-33,752.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -5.0% | -5.3% | +0.2% | -3.3% |
| 30D | -20.3% | +2.7% | -23.0% | -21.3% |
| 3M | -15.1% | +4.2% | -19.3% | -17.1% |
| 6M | -15.1% | -0.6% | -14.5% | -15.9% |
| YTD | -21.8% | +45.0% | -66.8% | -32.6% |
| 1Y | -24.8% | +109.3% | -134.1% | -43.3% |
| 3Y | +51.9% | +180.8% | -128.9% | +1.3% |
| 5Y | +4.0% | +314.3% | -310.2% | -39.6% |
| 10Y | -42.2% | +1,083.3% | -1,125.5% | -75.1% |
| All | +236.7% | +33,989.4% | -33,752.7% | -27.8% |
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