+316.4%
CCI vs STLA
+178.7%
+137.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.4% | +2.0% |
| 7D | +3.2% | -4.9% | +8.1% | +3.6% |
| 30D | +12.2% | -4.9% | +17.1% | +12.5% |
| 3M | +23.1% | -23.7% | +46.8% | +25.7% |
| 6M | +1.3% | -45.0% | +46.2% | +6.1% |
| YTD | +4.5% | -60.9% | +65.4% | +12.2% |
| 1Y | +2.3% | -58.9% | +61.2% | +9.3% |
| 3Y | +9.8% | -74.4% | +84.2% | +20.7% |
| 5Y | -36.5% | -71.5% | +35.0% | -31.8% |
| 10Y | +64.7% | +5.3% | +59.4% | +59.3% |
| All | +316.4% | +178.7% | +137.6% | +315.8% |
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