+68.0%
CNH vs SCCO
+1,067.2%
-999.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +23.3% | -5.3% | +28.5% | +26.3% |
| 30D | +33.5% | +2.7% | +30.8% | +31.4% |
| 3M | +32.7% | +4.2% | +28.5% | +27.9% |
| 6M | +22.2% | -0.6% | +22.8% | +19.3% |
| YTD | +57.7% | +45.0% | +12.7% | +24.6% |
| 1Y | +28.0% | +109.3% | -81.3% | -17.6% |
| 3Y | +11.5% | +180.8% | -169.2% | -41.4% |
| 5Y | +11.9% | +314.3% | -302.4% | -54.1% |
| 10Y | +162.8% | +1,083.3% | -920.5% | -39.3% |
| All | +68.0% | +1,067.2% | -999.2% | -63.0% |
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