-29.6%
CLS vs SCCO
+43.0%
-72.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.9% | -11.0% | -10.4% |
| 7D | -21.1% | -7.9% | -13.3% | -16.6% |
| 30D | -38.2% | -13.0% | -25.2% | -31.7% |
| 3M | -36.3% | -6.9% | -29.4% | -33.5% |
| 6M | -43.8% | +11.0% | -54.8% | -48.2% |
| YTD | -20.0% | +30.3% | -50.3% | -49.4% |
| 1Y | -29.6% | +45.0% | -74.6% | -62.8% |
| All | -29.6% | +43.0% | -72.6% | -62.8% |
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