+65.0%
CTAS vs SCCO
+199.6%
-134.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.2% |
| 7D | +1.0% | +2.4% | -1.5% | +0.9% |
| 30D | -1.1% | +6.4% | -7.5% | -1.4% |
| 3M | +11.5% | +21.6% | -10.1% | +10.1% |
| 6M | +0.2% | +13.4% | -13.2% | -1.0% |
| YTD | +7.2% | +52.6% | -45.5% | +2.8% |
| 1Y | 0.0% | +122.4% | -122.4% | -7.6% |
| All | +65.0% | +199.6% | -134.6% | +43.6% |
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