+353.9%
SCCO vs COO
-44.2%
+398.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.6% | +2.6% |
| 7D | +2.4% | -9.0% | +11.4% | +5.8% |
| 30D | +6.4% | -16.8% | +23.2% | +13.5% |
| 3M | +21.6% | -7.5% | +29.1% | +24.1% |
| 6M | +13.4% | -16.3% | +29.7% | +20.4% |
| YTD | +52.6% | -22.5% | +75.2% | +66.9% |
| 1Y | +122.4% | -7.0% | +129.4% | +124.9% |
| 3Y | +208.5% | -27.5% | +235.9% | +232.1% |
| 5Y | +353.9% | -43.3% | +397.2% | +404.8% |
| All | +353.9% | -44.2% | +398.1% | +404.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling