+105.6%
SCCO vs COO
+4.1%
+101.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -5.3% | -2.2% | -3.0% | -4.9% |
| 30D | +0.9% | -7.0% | +7.9% | +2.2% |
| 3M | +2.4% | +12.2% | -9.8% | -1.6% |
| 6M | -2.4% | -15.1% | +12.8% | +6.2% |
| YTD | +42.4% | -15.1% | +57.5% | +55.2% |
| 1Y | +105.6% | +2.3% | +103.3% | +107.3% |
| All | +105.6% | +4.1% | +101.5% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling