+1,067.4%
SCCO vs CASY
+464.4%
+603.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.2% |
| 7D | -2.7% | -17.2% | +14.5% | +2.0% |
| 30D | -0.2% | -24.4% | +24.2% | +7.1% |
| 3M | +17.8% | -31.4% | +49.2% | +29.4% |
| 6M | +2.3% | -8.9% | +11.1% | +2.0% |
| YTD | +41.6% | +13.8% | +27.8% | +32.0% |
| 1Y | +101.9% | +17.0% | +84.9% | +86.1% |
| 3Y | +186.2% | +163.1% | +23.0% | +98.5% |
| 5Y | +309.7% | +239.0% | +70.7% | +154.2% |
| All | +1,067.4% | +464.4% | +603.0% | +516.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling