+28.8%
CLF vs SCCO
+32.2%
-3.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.5% |
| 7D | +2.3% | -2.4% | +4.7% | +3.7% |
| 30D | +1.9% | -16.5% | +18.4% | +10.7% |
| 3M | +5.9% | -10.4% | +16.2% | +10.7% |
| 6M | +16.9% | -2.8% | +19.7% | +16.3% |
| YTD | -1.1% | +27.2% | -28.2% | -20.5% |
| 1Y | +28.8% | +33.6% | -4.8% | +0.8% |
| All | +28.8% | +32.2% | -3.4% | +0.8% |
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