-23.4%
CLF vs SCCO
+169.0%
-192.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.8% | -1.8% |
| 7D | +10.4% | -1.9% | +12.3% | +11.6% |
| 30D | +0.6% | -17.4% | +18.0% | +12.3% |
| 3M | +4.1% | -11.7% | +15.8% | +10.8% |
| 6M | +15.1% | -12.1% | +27.2% | +21.4% |
| YTD | -4.7% | +20.9% | -25.6% | -22.3% |
| 1Y | +20.4% | +31.3% | -11.0% | -7.3% |
| 3Y | -23.4% | +170.3% | -193.7% | -60.3% |
| All | -23.4% | +169.0% | -192.4% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling