-50.8%
CCI vs STZ
-36.5%
-14.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +2.1% |
| 7D | +0.2% | -7.4% | +7.6% | +2.8% |
| 30D | +0.5% | -10.9% | +11.4% | +4.5% |
| 3M | -16.3% | -13.4% | -2.8% | -12.1% |
| 6M | -13.9% | -16.2% | +2.2% | -9.0% |
| YTD | -12.4% | -10.4% | -2.0% | -10.5% |
| 1Y | -15.2% | -14.8% | -0.4% | -11.9% |
| 3Y | -9.9% | -50.1% | +40.3% | +14.8% |
| 5Y | -50.8% | -38.8% | -12.0% | -43.9% |
| All | -50.8% | -36.5% | -14.3% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling