+250.2%
SCCO vs CRL
-12.1%
+262.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -17.4% | +11.9% | -29.3% | -19.9% |
| 3M | -11.7% | +20.2% | -31.8% | -15.8% |
| 6M | -12.1% | +107.5% | -119.7% | -27.2% |
| YTD | +20.9% | +69.4% | -48.6% | +4.1% |
| 1Y | +31.3% | +99.7% | -68.4% | +8.6% |
| 3Y | +170.3% | +98.8% | +71.5% | +112.0% |
| All | +250.2% | -12.1% | +262.2% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling