+895.8%
CCI vs STT
+928.6%
-32.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +2.7% | +3.9% | -1.2% | +1.4% |
| 3M | -18.2% | +20.0% | -38.2% | -22.9% |
| 6M | -14.8% | +55.3% | -70.1% | -26.0% |
| YTD | -12.6% | +53.3% | -65.9% | -24.0% |
| 1Y | -16.7% | +74.7% | -91.4% | -30.6% |
| 3Y | -10.5% | +205.8% | -216.3% | -38.1% |
| 5Y | -51.4% | +145.0% | -196.4% | -65.2% |
| 10Y | +20.0% | +266.0% | -246.0% | -31.1% |
| All | +895.8% | +928.6% | -32.8% | +169.8% |
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 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