+604.8%
CRS vs SCCO
+177.0%
+427.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -6.8% | -2.7% | -4.1% | -6.1% |
| 30D | -16.1% | -0.7% | -15.4% | -16.4% |
| 3M | -21.2% | +8.1% | -29.3% | -24.2% |
| 6M | +8.7% | +4.1% | +4.6% | +5.0% |
| YTD | +41.0% | +41.1% | -0.2% | +21.5% |
| 1Y | +82.7% | +95.6% | -12.9% | +40.0% |
| 3Y | +604.8% | +179.3% | +425.5% | +332.3% |
| All | +604.8% | +177.0% | +427.7% | +332.3% |
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