+118.1%
COF vs SCCO
+177.0%
-58.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | -2.7% | -2.5% | -4.7% |
| 30D | -6.0% | -0.7% | -5.3% | -6.2% |
| 3M | +14.8% | +8.1% | +6.7% | +12.2% |
| 6M | +15.3% | +4.1% | +11.2% | +12.7% |
| YTD | -13.0% | +41.1% | -54.2% | -22.6% |
| 1Y | -5.7% | +95.6% | -101.3% | -23.8% |
| 3Y | +118.1% | +179.3% | -61.1% | +47.4% |
| All | +118.1% | +177.0% | -58.9% | +47.4% |
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