+895.8%
CCI vs STZ
+2,761.4%
-1,865.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | +2.7% | -1.9% | +4.6% | +3.2% |
| 3M | -18.2% | -6.2% | -12.0% | -16.9% |
| 6M | -14.8% | -14.0% | -0.8% | -11.7% |
| YTD | -12.6% | -5.1% | -7.5% | -12.0% |
| 1Y | -16.7% | -9.6% | -7.2% | -15.3% |
| 3Y | -10.5% | -47.2% | +36.7% | +3.4% |
| 5Y | -51.4% | -33.6% | -17.8% | -47.2% |
| 10Y | +20.0% | -9.8% | +29.8% | +17.4% |
| All | +895.8% | +2,761.4% | -1,865.6% | +370.0% |
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