+250.2%
SCCO vs COO
-40.4%
+290.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -17.4% | +14.2% | -31.6% | -21.5% |
| 3M | -11.7% | -18.2% | +6.6% | -5.5% |
| 6M | -12.1% | +5.3% | -17.5% | -16.0% |
| YTD | +20.9% | -23.6% | +44.4% | +32.5% |
| 1Y | +31.3% | -12.7% | +44.0% | +36.0% |
| 3Y | +170.3% | -24.2% | +194.5% | +183.1% |
| All | +250.2% | -40.4% | +290.5% | +290.4% |
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