+18.8%
CLF vs SCCO
+105.9%
-87.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -5.3% | +12.8% | +10.9% |
| 30D | -1.2% | +0.9% | -2.1% | -2.2% |
| 3M | -13.4% | +2.4% | -15.8% | -16.0% |
| 6M | +15.4% | -2.4% | +17.8% | +14.7% |
| YTD | -5.9% | +42.4% | -48.3% | -37.5% |
| 1Y | +18.8% | +105.6% | -86.8% | -39.1% |
| All | +18.8% | +105.9% | -87.1% | -39.1% |
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