+84.3%
CL vs SCCO
+671.1%
-586.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | +2.6% | -1.8% | +4.4% | +2.7% |
| 30D | +11.8% | -17.8% | +29.5% | +12.9% |
| 3M | +5.9% | -12.5% | +18.4% | +6.5% |
| 6M | +13.3% | -4.1% | +17.4% | +12.9% |
| YTD | +27.1% | +25.5% | +1.6% | +23.8% |
| 1Y | +28.0% | +31.0% | -3.0% | +24.2% |
| 3Y | +39.4% | +178.7% | -139.3% | +24.3% |
| 5Y | +40.8% | +279.7% | -238.9% | +19.2% |
| All | +84.3% | +671.1% | -586.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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