+39.7%
CL vs SCCO
+187.0%
-147.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | +11.6% | -15.0% | +26.6% | +11.2% |
| 3M | +5.6% | -9.1% | +14.7% | +5.4% |
| 6M | +13.2% | -0.9% | +14.0% | +13.2% |
| YTD | +26.9% | +29.7% | -2.8% | +28.0% |
| 1Y | +27.3% | +38.2% | -10.8% | +28.7% |
| 3Y | +39.7% | +191.5% | -151.8% | +41.4% |
| All | +39.7% | +187.0% | -147.3% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling