+12,658.9%
COR vs SCCO
+33,989.4%
-21,330.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -5.3% | +8.0% | +3.5% |
| 30D | +4.5% | +2.7% | +1.9% | +4.0% |
| 3M | +22.7% | +4.2% | +18.5% | +21.2% |
| 6M | -9.7% | -0.6% | -9.1% | -10.9% |
| YTD | -1.4% | +45.0% | -46.4% | -8.0% |
| 1Y | +13.9% | +109.3% | -95.4% | +0.7% |
| 3Y | +94.0% | +180.8% | -86.8% | +60.0% |
| 5Y | +184.0% | +314.3% | -130.2% | +116.4% |
| 10Y | +406.8% | +1,083.3% | -676.6% | +221.7% |
| All | +12,658.9% | +33,989.4% | -21,330.5% | +5,151.9% |
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