+71.6%
CRH vs SCCO
+177.0%
-105.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -6.1% | -2.7% | -3.4% | -5.5% |
| 30D | -9.3% | -0.7% | -8.6% | -9.4% |
| 3M | -15.2% | +8.1% | -23.3% | -17.8% |
| 6M | -14.2% | +4.1% | -18.3% | -16.7% |
| YTD | -28.3% | +41.1% | -69.4% | -37.4% |
| 1Y | -21.8% | +95.6% | -117.3% | -38.9% |
| 3Y | +71.6% | +179.3% | -107.6% | +14.5% |
| All | +71.6% | +177.0% | -105.4% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling