+87.5%
CLF vs SCCO
+681.3%
-593.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.1% |
| 7D | +2.3% | -2.4% | +4.7% | +4.6% |
| 30D | +1.9% | -16.5% | +18.4% | +17.4% |
| 3M | +5.9% | -10.4% | +16.2% | +13.5% |
| 6M | +16.9% | -2.8% | +19.7% | +14.5% |
| YTD | -1.1% | +27.2% | -28.2% | -27.9% |
| 1Y | +28.8% | +33.6% | -4.8% | -10.2% |
| 3Y | -20.6% | +182.4% | -203.0% | -73.9% |
| 5Y | -41.5% | +262.8% | -304.3% | -85.2% |
| 10Y | +87.5% | +724.4% | -636.9% | -83.7% |
| All | +87.5% | +681.3% | -593.8% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling