+7.1%
CL vs SCCO
+113.5%
-106.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | -2.3% | +2.4% | -4.7% | -2.2% |
| 30D | -5.5% | +6.4% | -11.9% | -5.3% |
| 3M | +0.8% | +21.6% | -20.7% | +1.4% |
| 6M | -4.2% | +13.4% | -17.6% | -4.2% |
| YTD | +13.4% | +52.6% | -39.2% | +17.4% |
| 1Y | +7.1% | +122.4% | -115.3% | +11.8% |
| All | +7.1% | +113.5% | -106.4% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling