-37.8%
CCI vs STLA
-70.4%
+32.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.9% | -6.4% | +7.3% | +1.6% |
| 30D | +10.3% | -1.3% | +11.6% | +10.3% |
| 3M | +17.9% | -19.9% | +37.8% | +20.4% |
| 6M | -0.5% | -42.9% | +42.4% | +5.2% |
| YTD | +2.7% | -59.4% | +62.1% | +12.2% |
| 1Y | +3.1% | -56.8% | +60.0% | +11.6% |
| 3Y | +8.0% | -73.1% | +81.0% | +23.6% |
| 5Y | -37.8% | -70.1% | +32.3% | -34.3% |
| All | -37.8% | -70.4% | +32.6% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling