+425.9%
CORZ vs SCCO
+182.5%
+243.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.8% | -3.6% |
| 7D | +7.6% | +2.4% | +5.2% | +6.0% |
| 30D | -6.9% | +6.4% | -13.4% | -10.7% |
| 3M | -33.0% | +21.6% | -54.6% | -40.7% |
| 6M | +19.3% | +13.4% | +5.9% | +8.8% |
| YTD | +24.2% | +52.6% | -28.4% | -4.9% |
| 1Y | +24.5% | +122.4% | -97.9% | -23.7% |
| All | +425.9% | +182.5% | +243.4% | +197.8% |
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