+309.3%
CCI vs STLA
+189.2%
+120.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.9% | -6.4% | +7.3% | +1.5% |
| 30D | +10.3% | -1.3% | +11.6% | +10.3% |
| 3M | +17.9% | -19.9% | +37.8% | +19.9% |
| 6M | -0.5% | -42.9% | +42.4% | +4.0% |
| YTD | +2.7% | -59.4% | +62.1% | +9.9% |
| 1Y | +3.1% | -56.8% | +60.0% | +9.7% |
| 3Y | +8.0% | -73.1% | +81.0% | +18.1% |
| 5Y | -37.8% | -70.1% | +32.3% | -33.4% |
| 10Y | +56.5% | +19.8% | +36.7% | +50.5% |
| All | +309.3% | +189.2% | +120.1% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling