+184.0%
COPX vs SCCO
+1,102.6%
-918.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -7.2% | +0.2% | -1.2% |
| 7D | -2.9% | -2.7% | -0.2% | -0.7% |
| 30D | 0.0% | -0.2% | +0.2% | -0.2% |
| 3M | +14.8% | +17.8% | -3.0% | 0.0% |
| 6M | +7.0% | +2.3% | +4.8% | +4.5% |
| YTD | +23.8% | +41.6% | -17.8% | -7.7% |
| 1Y | +75.7% | +101.9% | -26.2% | -2.3% |
| 3Y | +156.4% | +186.2% | -29.8% | +4.9% |
| 5Y | +167.6% | +309.7% | -142.1% | -19.7% |
| 10Y | +569.1% | +1,094.2% | -525.1% | -20.2% |
| All | +184.0% | +1,102.6% | -918.7% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling