-37.6%
CLX vs SCCO
+313.8%
-351.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | -0.7% |
| 7D | -5.9% | -2.7% | -3.2% | -5.8% |
| 30D | -17.0% | -0.2% | -16.9% | -17.1% |
| 3M | -9.6% | +17.8% | -27.3% | -10.0% |
| 6M | -21.5% | +2.3% | -23.8% | -21.8% |
| YTD | -8.8% | +41.6% | -50.4% | -9.3% |
| 1Y | -24.7% | +101.9% | -126.5% | -25.3% |
| 3Y | -35.6% | +186.2% | -221.8% | -37.0% |
| 5Y | -37.6% | +309.7% | -347.3% | -38.6% |
| All | -37.6% | +313.8% | -351.4% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling