+105.6%
SCCO vs CRL
+78.8%
+26.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -5.3% | -1.0% | -4.2% | -5.1% |
| 30D | +0.9% | +10.7% | -9.8% | -0.9% |
| 3M | +2.4% | +55.3% | -52.9% | -6.2% |
| 6M | -2.4% | +60.7% | -63.0% | -12.3% |
| YTD | +42.4% | +44.6% | -2.2% | +27.6% |
| 1Y | +105.6% | +77.7% | +27.9% | +75.9% |
| All | +105.6% | +78.8% | +26.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling