+1,086.6%
CCI vs STT
+827.1%
+259.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +9.9% | -0.4% | +10.4% | +10.0% |
| 3M | +22.7% | -6.5% | +29.2% | +25.0% |
| 6M | +0.8% | +17.2% | -16.4% | -4.5% |
| YTD | +4.1% | +38.2% | -34.1% | -6.7% |
| 1Y | -0.6% | +49.3% | -49.9% | -13.0% |
| 3Y | +9.4% | +181.9% | -172.5% | -22.6% |
| 5Y | -36.8% | +106.9% | -143.8% | -52.3% |
| 10Y | +65.4% | +203.1% | -137.7% | +0.8% |
| All | +1,086.6% | +827.1% | +259.4% | +231.4% |
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