-13.7%
CLF vs SCCO
+210.1%
-223.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -4.6% |
| 7D | +6.5% | +3.4% | +3.1% | +4.3% |
| 30D | +0.2% | +6.6% | -6.4% | -4.0% |
| 3M | -3.1% | +24.5% | -27.6% | -16.5% |
| 6M | +25.0% | +16.5% | +8.5% | +11.0% |
| YTD | -7.5% | +52.1% | -59.6% | -33.7% |
| 1Y | +11.5% | +114.2% | -102.6% | -35.3% |
| 3Y | -13.7% | +207.4% | -221.1% | -60.4% |
| All | -13.7% | +210.1% | -223.8% | -60.4% |
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