+338.5%
COP vs SCCO
+1,104.1%
-765.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | +2.3% | -2.7% | +5.0% | +3.1% |
| 30D | +8.6% | -0.7% | +9.3% | +8.2% |
| 3M | +19.9% | +8.1% | +11.8% | +14.3% |
| 6M | +19.0% | +4.1% | +14.9% | +11.5% |
| YTD | +50.0% | +41.1% | +8.8% | +19.2% |
| 1Y | +50.5% | +95.6% | -45.0% | +1.2% |
| 3Y | +25.2% | +179.3% | -154.0% | -34.8% |
| 5Y | +194.3% | +308.3% | -114.0% | +17.6% |
| All | +338.5% | +1,104.1% | -765.5% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling