-4.4%
CLX vs SCCO
+1,104.1%
-1,108.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.7% | -2.7% | -3.0% | -5.6% |
| 30D | -17.0% | -0.7% | -16.3% | -17.0% |
| 3M | -9.7% | +8.1% | -17.8% | -10.0% |
| 6M | -19.8% | +4.1% | -23.9% | -20.2% |
| YTD | -9.8% | +41.1% | -51.0% | -11.1% |
| 1Y | -26.2% | +95.6% | -121.7% | -28.0% |
| 3Y | -36.2% | +179.3% | -215.4% | -39.0% |
| 5Y | -38.3% | +308.3% | -346.6% | -42.2% |
| All | -4.4% | +1,104.1% | -1,108.4% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling