+98.3%
CRS vs SCCO
+109.6%
-11.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.2% | -5.3% | +5.0% | +1.5% |
| 30D | -16.6% | +2.7% | -19.3% | -17.7% |
| 3M | -3.5% | +4.2% | -7.7% | -6.1% |
| 6M | +15.4% | -0.6% | +16.1% | +11.5% |
| YTD | +51.2% | +45.0% | +6.2% | +32.7% |
| 1Y | +98.3% | +109.3% | -11.0% | +84.2% |
| All | +98.3% | +109.6% | -11.3% | +84.2% |
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