+273.5%
CLF vs SCCO
+33,989.4%
-33,715.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +7.6% | -5.3% | +12.8% | +11.9% |
| 30D | -1.2% | +2.7% | -3.9% | -3.7% |
| 3M | -13.4% | +4.2% | -17.6% | -17.9% |
| 6M | +15.4% | -0.6% | +16.1% | +11.5% |
| YTD | -5.9% | +45.0% | -50.8% | -33.6% |
| 1Y | +18.8% | +109.3% | -90.5% | -35.8% |
| 3Y | -19.4% | +180.8% | -200.2% | -66.9% |
| 5Y | -47.7% | +314.3% | -362.0% | -83.9% |
| 10Y | +130.4% | +1,083.3% | -952.9% | -65.5% |
| All | +273.5% | +33,989.4% | -33,715.9% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling