-34.8%
CLX vs SCCO
+199.6%
-234.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -4.9% | +2.4% | -7.4% | -5.0% |
| 30D | -15.8% | +6.4% | -22.2% | -16.0% |
| 3M | -7.9% | +21.6% | -29.5% | -8.7% |
| 6M | -19.0% | +13.4% | -32.5% | -19.8% |
| YTD | -7.9% | +52.6% | -60.6% | -8.8% |
| 1Y | -25.4% | +122.4% | -147.7% | -26.4% |
| All | -34.8% | +199.6% | -234.5% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling