+3,419.7%
CLS vs SCCO
+33,365.5%
-29,945.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.7% | +3.7% |
| 7D | +12.8% | +3.4% | +9.3% | +11.2% |
| 30D | +3.8% | +6.6% | -2.8% | +0.9% |
| 3M | -14.6% | +24.5% | -39.1% | -21.8% |
| 6M | +32.2% | +16.5% | +15.7% | +24.6% |
| YTD | +11.6% | +52.1% | -40.5% | -5.7% |
| 1Y | +35.1% | +114.2% | -79.1% | +0.6% |
| 3Y | +1,312.5% | +207.4% | +1,105.1% | +809.6% |
| 5Y | +3,542.1% | +353.7% | +3,188.3% | +1,882.4% |
| 10Y | +2,944.0% | +1,144.5% | +1,799.5% | +1,017.7% |
| All | +3,419.7% | +33,365.5% | -29,945.8% | +337.1% |
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