+13.2%
CNH vs SCCO
+355.0%
-341.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.8% | +2.4% | -0.6% | +0.7% |
| 30D | +32.6% | +6.4% | +26.2% | +28.9% |
| 3M | +29.4% | +21.6% | +7.9% | +18.2% |
| 6M | +26.0% | +13.4% | +12.6% | +17.0% |
| YTD | +52.2% | +52.6% | -0.4% | +20.9% |
| 1Y | +23.9% | +122.4% | -98.5% | -18.8% |
| 3Y | +10.1% | +208.5% | -198.3% | -42.1% |
| 5Y | +13.2% | +353.9% | -340.7% | -53.8% |
| All | +13.2% | +355.0% | -341.8% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling