+3.9%
CRBG vs SCCO
+114.2%
-110.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -2.4% |
| 7D | +4.9% | +3.4% | +1.5% | +4.6% |
| 30D | +0.2% | +6.6% | -6.4% | -0.4% |
| 3M | +25.5% | +24.5% | +1.0% | +22.9% |
| 6M | +35.7% | +16.5% | +19.2% | +32.3% |
| YTD | +14.0% | +52.1% | -38.1% | +7.7% |
| 1Y | +3.9% | +114.2% | -110.3% | -1.8% |
| All | +3.9% | +114.2% | -110.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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