-63.3%
CLSK vs SCCO
+847.5%
-910.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.2% | +3.6% | +0.4% |
| 7D | +1.7% | -2.7% | +4.5% | +3.3% |
| 30D | +11.1% | -0.2% | +11.3% | +10.8% |
| 3M | -14.1% | +17.8% | -31.9% | -21.6% |
| 6M | +32.9% | +2.3% | +30.7% | +29.8% |
| YTD | +26.5% | +41.6% | -15.1% | +3.7% |
| 1Y | +27.6% | +101.9% | -74.3% | -12.6% |
| 3Y | +190.9% | +186.2% | +4.7% | +69.8% |
| 5Y | -0.4% | +309.7% | -310.1% | -48.4% |
| All | -63.3% | +847.5% | -910.8% | -86.1% |
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