+22.5%
CCI vs STT
+262.1%
-239.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | +1.0% | -1.2% | -0.5% |
| 30D | +2.1% | +2.8% | -0.7% | +1.5% |
| 3M | -17.8% | +18.1% | -36.0% | -20.8% |
| 6M | -14.2% | +59.2% | -73.4% | -22.5% |
| YTD | -13.3% | +51.5% | -64.8% | -21.1% |
| 1Y | -16.6% | +75.7% | -92.3% | -26.6% |
| 3Y | -10.8% | +200.8% | -211.6% | -30.9% |
| 5Y | -50.3% | +155.8% | -206.1% | -61.2% |
| 10Y | +22.5% | +266.4% | -243.9% | -13.1% |
| All | +22.5% | +262.1% | -239.5% | -13.1% |
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