+420.1%
CORZ vs SCCO
+168.3%
+251.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +8.4% | -5.3% | +13.6% | +11.7% |
| 30D | -17.8% | +2.7% | -20.5% | -19.5% |
| 3M | -35.9% | +4.2% | -40.1% | -38.1% |
| 6M | +12.9% | -0.6% | +13.6% | +10.7% |
| YTD | +22.9% | +45.0% | -22.1% | -3.1% |
| 1Y | +31.4% | +109.3% | -78.0% | -16.8% |
| All | +420.1% | +168.3% | +251.7% | +203.3% |
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