+248.9%
CCI vs STLA
+252.7%
-3.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.5% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | +0.5% | -2.4% | +2.9% | +0.6% |
| 3M | -16.3% | -23.9% | +7.6% | -14.4% |
| 6M | -13.9% | -24.6% | +10.7% | -12.2% |
| YTD | -12.4% | -50.5% | +38.1% | -7.7% |
| 1Y | -15.2% | -39.8% | +24.7% | -12.5% |
| 3Y | -9.9% | -65.6% | +55.8% | -3.3% |
| 5Y | -50.8% | -62.1% | +11.2% | -48.4% |
| 10Y | +18.3% | +47.8% | -29.5% | +11.9% |
| All | +248.9% | +252.7% | -3.7% | +242.1% |
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