+2,000.4%
CL vs SCCO
+29,800.4%
-27,800.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | +9.5% | -16.5% | +26.0% | +11.3% |
| 3M | +6.8% | -10.4% | +17.1% | +7.5% |
| 6M | +14.3% | -2.8% | +17.0% | +13.6% |
| YTD | +27.0% | +27.2% | -0.2% | +22.0% |
| 1Y | +26.3% | +33.6% | -7.3% | +20.6% |
| 3Y | +39.3% | +182.4% | -143.1% | +20.3% |
| 5Y | +41.5% | +262.8% | -221.2% | +17.0% |
| 10Y | +84.1% | +724.4% | -640.3% | +33.8% |
| All | +2,000.4% | +29,800.4% | -27,800.0% | +851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling