+471.9%
SCCO vs CLBK
+66.9%
+405.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +6.6% | +7.8% | -1.2% | +3.7% |
| 3M | +24.5% | +23.9% | +0.6% | +14.8% |
| 6M | +16.5% | +42.3% | -25.8% | +2.2% |
| YTD | +52.1% | +65.4% | -13.3% | +25.4% |
| 1Y | +114.2% | +70.3% | +43.8% | +73.7% |
| 3Y | +207.4% | +54.5% | +153.0% | +150.1% |
| 5Y | +353.7% | +43.1% | +310.6% | +249.4% |
| All | +471.9% | +66.9% | +405.0% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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