+1,090.4%
CCI vs STZ
+3,174.1%
-2,083.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | +5.3% | -2.1% | +1.9% |
| 30D | +12.2% | +19.6% | -7.4% | +7.0% |
| 3M | +23.1% | +10.0% | +13.2% | +19.8% |
| 6M | +1.3% | -0.3% | +1.5% | +0.9% |
| YTD | +4.5% | +8.6% | -4.1% | +1.3% |
| 1Y | +2.3% | +16.6% | -14.3% | -2.7% |
| 3Y | +9.8% | -34.8% | +44.6% | +19.9% |
| 5Y | -36.5% | -27.8% | -8.7% | -32.6% |
| 10Y | +64.7% | +12.5% | +52.2% | +52.1% |
| All | +1,090.4% | +3,174.1% | -2,083.7% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling