+3,616.8%
CLS vs SCCO
+313.8%
+3,303.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | +1.4% |
| 7D | +5.0% | -2.7% | +7.7% | +6.4% |
| 30D | +4.8% | -0.2% | +5.0% | +4.1% |
| 3M | -10.4% | +17.8% | -28.1% | -18.5% |
| 6M | +20.8% | +2.3% | +18.6% | +18.2% |
| YTD | +10.0% | +41.6% | -31.6% | -10.1% |
| 1Y | +28.5% | +101.9% | -73.4% | -11.4% |
| 3Y | +1,292.2% | +186.2% | +1,106.0% | +697.9% |
| 5Y | +3,616.8% | +309.7% | +3,307.1% | +1,653.2% |
| All | +3,616.8% | +313.8% | +3,303.0% | +1,653.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling