-16.6%
CCI vs STZ
-14.3%
-2.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.3% | -6.0% | +5.8% | +1.1% |
| 30D | +2.1% | -8.9% | +11.0% | +4.3% |
| 3M | -17.8% | -12.6% | -5.3% | -15.3% |
| 6M | -14.2% | -17.2% | +3.0% | -11.0% |
| YTD | -13.3% | -10.0% | -3.3% | -12.3% |
| 1Y | -16.6% | -14.3% | -2.3% | -15.6% |
| All | -16.6% | -14.3% | -2.3% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling