+1,090.4%
CCI vs STT
+813.5%
+276.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | +1.1% | +2.1% | +2.8% |
| 30D | +12.2% | -1.9% | +14.1% | +12.7% |
| 3M | +23.1% | -7.6% | +30.7% | +25.9% |
| 6M | +1.3% | +16.0% | -14.7% | -3.7% |
| YTD | +4.5% | +36.2% | -31.7% | -5.9% |
| 1Y | +2.3% | +46.8% | -44.5% | -10.0% |
| 3Y | +9.8% | +177.8% | -168.0% | -22.0% |
| 5Y | -36.5% | +105.8% | -142.4% | -52.0% |
| 10Y | +64.7% | +197.6% | -132.9% | +1.0% |
| All | +1,090.4% | +813.5% | +276.9% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling