+5,760.6%
CRM vs SCCO
+9,387.9%
-3,627.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -4.4% | -2.7% | -1.8% | -3.8% |
| 30D | +28.1% | -0.7% | +28.9% | +27.7% |
| 3M | +48.8% | +8.1% | +40.7% | +42.6% |
| 6M | +28.3% | +4.1% | +24.1% | +21.5% |
| YTD | -6.0% | +41.1% | -47.1% | -22.2% |
| 1Y | +1.4% | +95.6% | -94.1% | -26.0% |
| 3Y | +11.8% | +179.3% | -167.4% | -31.6% |
| 5Y | -2.0% | +308.3% | -310.3% | -50.2% |
| 10Y | +239.6% | +1,090.2% | -850.6% | +3.7% |
| All | +5,760.6% | +9,387.9% | -3,627.3% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling