+290.5%
CLF vs SCCO
+29,038.3%
-28,747.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.3% |
| 7D | +16.0% | +1.7% | +14.3% | +14.4% |
| 30D | +1.6% | -18.1% | +19.7% | +17.3% |
| 3M | +6.7% | -12.8% | +19.5% | +16.2% |
| 6M | +21.1% | -8.5% | +29.6% | +25.2% |
| YTD | -1.6% | +23.9% | -25.5% | -22.7% |
| 1Y | +18.5% | +30.0% | -11.5% | -10.3% |
| 3Y | -21.0% | +175.2% | -196.2% | -67.4% |
| 5Y | -41.4% | +249.4% | -290.8% | -79.7% |
| 10Y | +86.5% | +703.4% | -616.9% | -63.3% |
| All | +290.5% | +29,038.3% | -28,747.8% | -67.5% |
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