+16,533.5%
COST vs SCCO
+33,197.0%
-16,663.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -4.4% | -0.2% | -4.3% | -4.6% |
| 3M | -8.1% | +17.8% | -25.9% | -10.9% |
| 6M | -9.2% | +2.3% | -11.5% | -10.9% |
| YTD | +5.1% | +41.6% | -36.5% | -2.4% |
| 1Y | -5.1% | +101.9% | -107.0% | -17.1% |
| 3Y | +70.4% | +186.2% | -115.8% | +37.7% |
| 5Y | +104.7% | +309.7% | -205.0% | +52.9% |
| 10Y | +608.8% | +1,094.2% | -485.4% | +324.7% |
| All | +16,533.5% | +33,197.0% | -16,663.5% | +4,920.4% |
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 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