+22.5%
CCI vs STLA
+46.8%
-24.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.8% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +2.1% | -5.2% | +7.3% | +2.7% |
| 3M | -17.8% | -24.9% | +7.0% | -15.1% |
| 6M | -14.2% | -25.2% | +11.0% | -11.6% |
| YTD | -13.3% | -51.4% | +38.1% | -6.1% |
| 1Y | -16.6% | -40.7% | +24.1% | -12.6% |
| 3Y | -10.8% | -66.3% | +55.5% | -0.6% |
| 5Y | -50.3% | -63.2% | +12.9% | -46.5% |
| 10Y | +22.5% | +48.7% | -26.2% | +12.6% |
| All | +22.5% | +46.8% | -24.2% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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