+322.1%
CORZ vs SCCO
+123.7%
+198.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +2.4% |
| 7D | +23.5% | -1.9% | +25.4% | +24.9% |
| 30D | +7.5% | -17.4% | +24.9% | +20.5% |
| 3M | -26.6% | -11.7% | -14.9% | -21.3% |
| 6M | -39.5% | -12.1% | -27.4% | -35.3% |
| YTD | -0.3% | +20.9% | -21.1% | -12.3% |
| 1Y | -4.2% | +31.3% | -35.6% | -19.7% |
| All | +322.1% | +123.7% | +198.4% | +174.5% |
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