+193.6%
COP vs SCCO
+313.8%
-120.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +2.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.5% |
| 30D | +9.6% | -0.2% | +9.7% | +9.2% |
| 3M | +15.0% | +17.8% | -2.7% | +9.5% |
| 6M | +21.8% | +2.3% | +19.5% | +18.3% |
| YTD | +49.6% | +41.6% | +8.0% | +28.4% |
| 1Y | +49.9% | +101.9% | -52.0% | +12.7% |
| 3Y | +22.6% | +186.2% | -163.6% | -24.0% |
| 5Y | +193.6% | +309.7% | -116.1% | +51.6% |
| All | +193.6% | +313.8% | -120.1% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling