+336.7%
COP vs SCCO
+682.0%
-345.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +2.5% |
| 7D | +4.4% | -1.9% | +6.3% | +5.0% |
| 30D | 0.0% | -17.4% | +17.4% | +6.5% |
| 3M | +15.0% | -11.7% | +26.7% | +18.2% |
| 6M | +22.0% | -12.1% | +34.1% | +22.6% |
| YTD | +55.3% | +20.9% | +34.5% | +28.7% |
| 1Y | +64.1% | +31.3% | +32.8% | +30.4% |
| 3Y | +34.1% | +170.3% | -136.2% | -32.4% |
| 5Y | +133.4% | +240.8% | -107.4% | -2.4% |
| All | +336.7% | +682.0% | -345.3% | +8.4% |
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 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