+31,611.1%
SCCO vs COO
+7,773.3%
+23,837.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -5.3% | -2.2% | -3.0% | -4.7% |
| 30D | +2.7% | -7.0% | +9.7% | +4.7% |
| 3M | +4.2% | +12.2% | -8.0% | +0.1% |
| 6M | -0.6% | -15.1% | +14.5% | +3.4% |
| YTD | +45.0% | -15.1% | +60.1% | +50.6% |
| 1Y | +109.3% | +2.3% | +107.0% | +106.0% |
| 3Y | +180.8% | -23.7% | +204.5% | +194.8% |
| 5Y | +314.3% | -38.9% | +353.2% | +357.5% |
| 10Y | +1,083.3% | +49.9% | +1,033.4% | +923.4% |
| All | +31,611.1% | +7,773.3% | +23,837.7% | +14,055.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling