-14.6%
CRH vs SCCO
+109.6%
-124.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -1.7% | -5.3% | +3.6% | -0.4% |
| 30D | -5.4% | +2.7% | -8.0% | -6.1% |
| 3M | -11.2% | +4.2% | -15.4% | -12.8% |
| 6M | -15.8% | -0.6% | -15.2% | -18.1% |
| YTD | -23.6% | +45.0% | -68.6% | -31.0% |
| 1Y | -14.6% | +109.3% | -123.9% | -25.2% |
| All | -14.6% | +109.6% | -124.2% | -25.2% |
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