-41.3%
CORZ vs SCCO
+43.0%
-84.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.9% | -12.3% | -11.6% |
| 7D | -14.9% | -7.9% | -7.0% | -10.6% |
| 30D | -23.1% | -13.0% | -10.1% | -16.1% |
| 3M | -44.1% | -6.9% | -37.2% | -41.9% |
| 6M | -39.5% | +11.0% | -50.5% | -43.7% |
| YTD | -12.4% | +30.3% | -42.6% | -32.3% |
| 1Y | -41.3% | +45.0% | -86.3% | -57.9% |
| All | -41.3% | +43.0% | -84.3% | -57.9% |
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