+1,791.8%
CL vs SCCO
+33,989.4%
-32,197.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.2% | -5.3% | +3.1% | -1.7% |
| 30D | -4.8% | +2.7% | -7.5% | -5.2% |
| 3M | +4.9% | +4.2% | +0.7% | +4.0% |
| 6M | -5.7% | -0.6% | -5.1% | -6.4% |
| YTD | +14.4% | +45.0% | -30.6% | +8.8% |
| 1Y | +8.7% | +109.3% | -100.6% | -0.8% |
| 3Y | +30.0% | +180.8% | -150.8% | +12.8% |
| 5Y | +28.4% | +314.3% | -285.9% | +4.9% |
| 10Y | +50.1% | +1,083.3% | -1,033.2% | +4.9% |
| All | +1,791.8% | +33,989.4% | -32,197.6% | +747.9% |
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