+52.8%
ECL vs SCCO
+199.6%
-146.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -2.7% | +2.4% | -5.2% | -3.0% |
| 30D | -4.3% | +6.4% | -10.7% | -4.9% |
| 3M | +3.2% | +21.6% | -18.3% | +1.0% |
| 6M | -2.9% | +13.4% | -16.3% | -4.8% |
| YTD | +4.3% | +52.6% | -48.4% | -0.7% |
| 1Y | +1.6% | +122.4% | -120.7% | -6.7% |
| All | +52.8% | +199.6% | -146.9% | +33.0% |
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 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