+5,938.6%
ECL vs SCCO
+28,322.8%
-22,384.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.1% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | +7.5% | -17.4% | +24.9% | +11.8% |
| 3M | +12.2% | -11.7% | +23.9% | +14.5% |
| 6M | +24.6% | -12.1% | +36.7% | +26.1% |
| YTD | +18.8% | +20.9% | -2.1% | +10.4% |
| 1Y | +19.3% | +31.3% | -12.0% | +8.7% |
| 3Y | +78.2% | +170.3% | -92.1% | +32.3% |
| 5Y | +38.8% | +240.8% | -202.0% | -4.6% |
| 10Y | +197.8% | +683.6% | -485.8% | +62.6% |
| All | +5,938.6% | +28,322.8% | -22,384.2% | +1,649.4% |
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