+22.2%
CNH vs SCCO
+101.5%
-79.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.2% |
| 30D | +26.6% | -0.7% | +27.3% | +26.4% |
| 3M | +31.1% | +8.1% | +23.0% | +28.2% |
| 6M | +24.9% | +4.1% | +20.8% | +20.7% |
| YTD | +48.7% | +41.1% | +7.6% | +36.3% |
| 1Y | +22.2% | +95.6% | -73.4% | +12.2% |
| All | +22.2% | +101.5% | -79.3% | +12.2% |
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