+1,325.8%
CRWD vs SCCO
+646.6%
+679.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.0% | -2.7% | -0.3% | -2.5% |
| 30D | -6.8% | -0.7% | -6.1% | -7.0% |
| 3M | +19.6% | +8.1% | +11.5% | +16.2% |
| 6M | +87.1% | +4.1% | +83.0% | +81.6% |
| YTD | +76.4% | +41.1% | +35.3% | +53.1% |
| 1Y | +90.8% | +95.6% | -4.7% | +49.1% |
| 3Y | +380.0% | +179.3% | +200.7% | +225.1% |
| 5Y | +215.6% | +308.3% | -92.7% | +85.0% |
| All | +1,325.8% | +646.6% | +679.2% | +627.3% |
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 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