+180.7%
COR vs SCCO
+313.8%
-133.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.7% |
| 7D | -4.8% | -2.7% | -2.1% | -4.8% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | +14.3% | +17.8% | -3.4% | +14.0% |
| 6M | -8.5% | +2.3% | -10.7% | -8.4% |
| YTD | -4.4% | +41.6% | -46.0% | -5.2% |
| 1Y | +9.1% | +101.9% | -92.7% | +7.1% |
| 3Y | +85.2% | +186.2% | -101.0% | +74.2% |
| 5Y | +180.7% | +309.7% | -129.0% | +142.4% |
| All | +180.7% | +313.8% | -133.1% | +142.4% |
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 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