-21.9%
CLX vs SCCO
+105.9%
-127.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | -5.3% | -4.0% | -8.9% |
| 30D | -11.0% | +0.9% | -11.9% | -11.1% |
| 3M | +5.0% | +2.4% | +2.6% | +4.8% |
| 6M | -18.8% | -2.4% | -16.5% | -19.5% |
| YTD | -4.4% | +42.4% | -46.9% | -5.0% |
| 1Y | -21.9% | +105.6% | -127.5% | -23.1% |
| All | -21.9% | +105.9% | -127.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling