+69.3%
CCI vs STLA
-4.1%
+73.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +2.5% | -13.8% | +16.3% | +4.4% |
| 30D | +14.4% | -10.5% | +25.0% | +15.8% |
| 3M | +21.7% | -28.9% | +50.5% | +26.5% |
| 6M | +4.0% | -49.7% | +53.8% | +12.8% |
| YTD | +6.2% | -64.9% | +71.1% | +19.8% |
| 1Y | +5.4% | -64.0% | +69.4% | +18.3% |
| 3Y | +11.7% | -77.4% | +89.2% | +31.5% |
| 5Y | -35.6% | -74.4% | +38.8% | -27.4% |
| All | +69.3% | -4.1% | +73.4% | +53.5% |
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