+28.0%
CNH vs SCCO
+105.9%
-78.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +23.3% | -5.3% | +28.5% | +24.8% |
| 30D | +33.5% | +0.9% | +32.6% | +32.9% |
| 3M | +32.7% | +2.4% | +30.3% | +31.1% |
| 6M | +22.2% | -2.4% | +24.5% | +18.7% |
| YTD | +57.7% | +42.4% | +15.2% | +44.2% |
| 1Y | +28.0% | +105.6% | -77.7% | +15.4% |
| All | +28.0% | +105.9% | -78.0% | +15.4% |
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