-17.7%
CCI vs STT
+75.2%
-92.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | +0.3% | +2.2% | -1.9% | +0.3% |
| 3M | -20.0% | +18.8% | -38.8% | -20.7% |
| 6M | -14.5% | +57.9% | -72.4% | -17.9% |
| YTD | -14.9% | +51.0% | -65.9% | -17.9% |
| 1Y | -17.7% | +77.1% | -94.8% | -22.8% |
| All | -17.7% | +75.2% | -92.8% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling