+444.5%
CORZ vs SCCO
+181.5%
+262.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +1.9% |
| 7D | +16.6% | +3.4% | +13.1% | +14.2% |
| 30D | -10.9% | +6.6% | -17.5% | -14.5% |
| 3M | -31.0% | +24.5% | -55.5% | -39.8% |
| 6M | +26.0% | +16.5% | +9.6% | +13.2% |
| YTD | +28.6% | +52.1% | -23.5% | -1.3% |
| 1Y | +34.5% | +114.2% | -79.7% | -15.9% |
| All | +444.5% | +181.5% | +262.9% | +208.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling