+28.1%
CL vs SCCO
+339.1%
-311.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.4% |
| 7D | -1.4% | +3.4% | -4.8% | -1.4% |
| 30D | -5.2% | +6.6% | -11.8% | -5.2% |
| 3M | +3.3% | +24.5% | -21.2% | +3.2% |
| 6M | -4.4% | +16.5% | -20.9% | -4.5% |
| YTD | +13.9% | +52.1% | -38.2% | +13.7% |
| 1Y | +7.6% | +114.2% | -106.5% | +7.1% |
| 3Y | +29.6% | +207.4% | -177.9% | +26.9% |
| 5Y | +28.1% | +353.7% | -325.7% | +22.7% |
| All | +28.1% | +339.1% | -311.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling