+238.9%
CRM vs SCCO
+1,104.1%
-865.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -4.4% | -2.7% | -1.8% | -4.0% |
| 30D | +28.1% | -0.7% | +28.9% | +27.9% |
| 3M | +48.8% | +8.1% | +40.7% | +44.8% |
| 6M | +28.3% | +4.1% | +24.1% | +24.1% |
| YTD | -6.0% | +41.1% | -47.1% | -18.3% |
| 1Y | +1.4% | +95.6% | -94.1% | -20.3% |
| 3Y | +11.8% | +179.3% | -167.4% | -24.1% |
| 5Y | -2.0% | +308.3% | -310.3% | -42.9% |
| All | +238.9% | +1,104.1% | -865.2% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling