-36.9%
CCI vs STT
+100.0%
-136.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -0.1% | -2.5% | +2.4% | +0.5% |
| 30D | +28.4% | -5.0% | +33.3% | +29.8% |
| 3M | +20.0% | -10.5% | +30.4% | +22.9% |
| 6M | +0.8% | +10.0% | -9.2% | -2.0% |
| YTD | +3.6% | +30.7% | -27.1% | -3.8% |
| 1Y | +6.1% | +43.8% | -37.7% | -4.0% |
| 3Y | +7.2% | +168.1% | -160.9% | -19.8% |
| All | -36.9% | +100.0% | -136.9% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling