-14.8%
CRH vs SCCO
+43.0%
-57.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.2% |
| 7D | +14.2% | -7.9% | +22.1% | +16.3% |
| 30D | +19.5% | -13.0% | +32.5% | +23.3% |
| 3M | +0.4% | -6.9% | +7.2% | +1.3% |
| 6M | -10.1% | +11.0% | -21.1% | -14.5% |
| YTD | -19.9% | +30.3% | -50.2% | -31.4% |
| 1Y | -14.8% | +45.0% | -59.8% | -30.7% |
| All | -14.8% | +43.0% | -57.8% | -30.7% |
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