+1,063.5%
SCCO vs CRL
+256.1%
+807.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.9% |
| 7D | -2.7% | -3.5% | +0.9% | -1.6% |
| 30D | -0.7% | -2.1% | +1.4% | 0.0% |
| 3M | +8.1% | +48.0% | -39.9% | -5.3% |
| 6M | +4.1% | +64.7% | -60.6% | -12.5% |
| YTD | +41.1% | +39.5% | +1.6% | +24.1% |
| 1Y | +95.6% | +74.2% | +21.4% | +58.7% |
| 3Y | +179.3% | +39.4% | +139.9% | +129.5% |
| 5Y | +308.3% | -36.9% | +345.2% | +342.4% |
| All | +1,063.5% | +256.1% | +807.5% | +452.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling