+4,299.7%
CRS vs SCCO
+35,790.2%
-31,490.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -0.5% | +2.4% | -3.0% | -2.0% |
| 30D | -18.1% | +6.4% | -24.5% | -21.4% |
| 3M | -12.4% | +21.6% | -34.0% | -22.5% |
| 6M | +15.9% | +13.4% | +2.5% | +5.4% |
| YTD | +45.8% | +52.6% | -6.8% | +10.9% |
| 1Y | +87.8% | +122.4% | -34.6% | +15.1% |
| 3Y | +648.7% | +208.5% | +440.3% | +261.7% |
| 5Y | +1,416.6% | +353.9% | +1,062.7% | +477.2% |
| 10Y | +1,412.7% | +1,187.3% | +225.4% | +240.6% |
| All | +4,299.7% | +35,790.2% | -31,490.5% | +274.1% |
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