+180.2%
SCCO vs CRL
+36.0%
+144.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -6.8% |
| 7D | -2.7% | -6.9% | +4.2% | -1.2% |
| 30D | -0.2% | -3.2% | +3.0% | +0.6% |
| 3M | +17.8% | +46.5% | -28.8% | +7.9% |
| 6M | +2.3% | +63.1% | -60.9% | -8.9% |
| YTD | +41.6% | +36.9% | +4.7% | +30.0% |
| 1Y | +101.9% | +78.1% | +23.8% | +74.0% |
| All | +180.2% | +36.0% | +144.2% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling