+1,063.5%
SCCO vs COO
+17.0%
+1,046.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -2.7% | -22.5% | +19.9% | +7.2% |
| 30D | -0.7% | -29.7% | +29.0% | +13.5% |
| 3M | +8.1% | -20.1% | +28.2% | +16.9% |
| 6M | +4.1% | -26.9% | +31.0% | +16.5% |
| YTD | +41.1% | -34.2% | +75.4% | +64.5% |
| 1Y | +95.6% | -21.3% | +116.8% | +110.7% |
| 3Y | +179.3% | -38.7% | +217.9% | +223.0% |
| 5Y | +308.3% | -52.2% | +360.5% | +412.7% |
| All | +1,063.5% | +17.0% | +1,046.6% | +1,045.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling