{"schemaVersion":1,"ticker":"CCSO","asOf":"2026-10-30","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ccso/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, CCSO against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ccso/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Total Return Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"CCSO","b":"VOO","window":{"from":"2022-09-30","to":"2026-10-30","firstReturn":"2022-10-07","weeklyReturns":213,"years":4.08,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.045755,"perWeek":0.0008799038,"days":1020,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.385596,"b":1.2353676,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.08287407,"b":0.21699016,"edge":"VOO","lead":"VOO"},"price":{"a":0.35589156,"b":1.11638745,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.20979722,"b":0.1431484,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.14135149,"b":0.09067689,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.22791863,"b":-0.1668507,"edge":"VOO","lead":"VOO","aPeak":"2023-07-28","aTrough":"2023-10-27","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.05578761,"b":0.16118969,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.26591203,"b":1.1260321,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.39467292,"b":1.77762706,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.36361252,"b":1.30050497,"edge":"VOO","lead":"VOO"}},"relative":{"CCSO":{"on":"VOO","beta":1.13060642,"r2":0.59510888,"alpha":-0.1264545,"alphaT":-1.88960554,"alphaLow":-0.25837411,"alphaHigh":0.00546512,"upsideCapture":0.9637972,"downsideCapture":1.20932674,"treynor":0.04934308,"trackingError":0.13479902,"informationRatio":-0.78192029,"upWeeks":124,"downWeeks":89,"treynorReference":0.16118969,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO (slight)","lead":"VOO"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"CCSO":{"kept":"2026-11-01","distributions":4,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":213,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.385596}},"VOO":{"kept":"2026-11-01","distributions":16,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":213,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.2353676}}}}