+65.4%
CCI vs STZ
+12.8%
+52.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -3.4% | -0.9% | -2.4% | -3.1% |
| 30D | +9.9% | +14.9% | -5.0% | +4.8% |
| 3M | +22.7% | +8.4% | +14.3% | +18.9% |
| 6M | +0.8% | +2.8% | -2.0% | -0.6% |
| YTD | +4.1% | +7.5% | -3.4% | +0.1% |
| 1Y | -0.6% | +12.5% | -13.2% | -6.2% |
| 3Y | +9.4% | -35.4% | +44.9% | +23.5% |
| 5Y | -36.8% | -29.3% | -7.5% | -31.3% |
| 10Y | +65.4% | +11.8% | +53.6% | +48.8% |
| All | +65.4% | +12.8% | +52.6% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling