+67.1%
CCI vs STT
+198.7%
-131.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.4% | +5.1% | -6.5% | -2.4% |
| 30D | +12.7% | -0.2% | +13.0% | +12.7% |
| 3M | +23.0% | -8.1% | +31.2% | +25.1% |
| 6M | +0.6% | +16.6% | -16.0% | -3.0% |
| YTD | +4.9% | +37.8% | -33.0% | -2.8% |
| 1Y | +0.7% | +46.8% | -46.1% | -8.0% |
| 3Y | +10.2% | +181.2% | -170.9% | -14.0% |
| 5Y | -36.4% | +105.1% | -141.6% | -48.3% |
| All | +67.1% | +198.7% | -131.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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