+606.1%
COST vs SCCO
+1,104.1%
-498.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | -7.1% | +8.1% | -15.2% | -8.3% |
| 6M | -8.5% | +4.1% | -12.6% | -9.8% |
| YTD | +5.4% | +41.1% | -35.7% | -0.6% |
| 1Y | -5.6% | +95.6% | -101.2% | -15.1% |
| 3Y | +68.5% | +179.3% | -110.8% | +40.9% |
| 5Y | +105.2% | +308.3% | -203.1% | +58.7% |
| All | +606.1% | +1,104.1% | -498.0% | +366.3% |
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