+1,914.6%
CLS vs SCCO
+682.0%
+1,232.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.1% |
| 7D | +16.3% | -1.9% | +18.2% | +17.6% |
| 30D | -25.7% | -17.4% | -8.2% | -17.2% |
| 3M | -30.9% | -11.7% | -19.2% | -26.0% |
| 6M | -35.5% | -12.1% | -23.4% | -30.6% |
| YTD | -18.7% | +20.9% | -39.6% | -26.8% |
| 1Y | -17.9% | +31.3% | -49.3% | -28.8% |
| 3Y | +838.1% | +170.3% | +667.8% | +456.8% |
| 5Y | +1,971.9% | +240.8% | +1,731.1% | +954.8% |
| All | +1,914.6% | +682.0% | +1,232.6% | +546.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling