+36,924.2%
SCCO vs CRL
+1,379.5%
+35,544.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -5.3% | -1.0% | -4.2% | -5.0% |
| 30D | +2.7% | +10.7% | -8.0% | -0.5% |
| 3M | +4.2% | +55.3% | -51.1% | -10.2% |
| 6M | -0.6% | +60.7% | -61.3% | -16.0% |
| YTD | +45.0% | +44.6% | +0.3% | +25.9% |
| 1Y | +109.3% | +77.7% | +31.6% | +68.8% |
| 3Y | +180.8% | +37.6% | +143.2% | +131.8% |
| 5Y | +314.3% | -35.8% | +350.1% | +325.4% |
| 10Y | +1,083.3% | +241.7% | +841.6% | +558.4% |
| All | +36,924.2% | +1,379.5% | +35,544.7% | +14,844.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling