+1,062.4%
CLX vs SCCO
+33,989.4%
-32,927.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | -5.3% | -4.0% | -8.8% |
| 30D | -11.0% | +2.7% | -13.7% | -11.3% |
| 3M | +5.0% | +4.2% | +0.8% | +4.3% |
| 6M | -18.8% | -0.6% | -18.2% | -19.2% |
| YTD | -4.4% | +45.0% | -49.4% | -8.0% |
| 1Y | -21.9% | +109.3% | -131.2% | -27.3% |
| 3Y | -32.8% | +180.8% | -213.5% | -39.8% |
| 5Y | -34.6% | +314.3% | -348.8% | -44.1% |
| 10Y | -4.7% | +1,083.3% | -1,088.0% | -28.8% |
| All | +1,062.4% | +33,989.4% | -32,927.0% | +463.3% |
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