+38.9%
CNH vs SCCO
+873.2%
-834.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +3.0% | -1.9% | +4.9% | +4.2% |
| 30D | -0.6% | -17.4% | +16.8% | +8.0% |
| 3M | +14.6% | -11.7% | +26.3% | +19.6% |
| 6M | +11.8% | -12.1% | +23.9% | +14.9% |
| YTD | +30.4% | +20.9% | +9.5% | +10.7% |
| 1Y | +19.1% | +31.3% | -12.3% | -3.3% |
| 3Y | +30.2% | +170.3% | -140.1% | -31.9% |
| 5Y | -17.8% | +240.8% | -258.6% | -63.3% |
| 10Y | +103.9% | +683.6% | -579.7% | -43.9% |
| All | +38.9% | +873.2% | -834.3% | -67.2% |
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 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