+838.1%
CLS vs SCCO
+169.0%
+669.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.8% |
| 7D | +16.3% | -1.9% | +18.2% | +17.8% |
| 30D | -25.7% | -17.4% | -8.2% | -15.8% |
| 3M | -30.9% | -11.7% | -19.2% | -25.3% |
| 6M | -35.5% | -12.1% | -23.4% | -30.0% |
| YTD | -18.7% | +20.9% | -39.6% | -28.4% |
| 1Y | -17.9% | +31.3% | -49.3% | -30.8% |
| 3Y | +838.1% | +170.3% | +667.8% | +463.7% |
| All | +838.1% | +169.0% | +669.1% | +463.7% |
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