+422.5%
STM vs CCI
+51.6%
+370.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.6% | +7.0% |
| 7D | -5.6% | +0.9% | -6.5% | -6.0% |
| 30D | -14.4% | +10.3% | -24.7% | -17.4% |
| 3M | -20.5% | +17.9% | -38.3% | -25.2% |
| 6M | -24.5% | -0.5% | -24.0% | -25.8% |
| YTD | +72.7% | +2.7% | +70.0% | +66.4% |
| 1Y | +91.0% | +3.1% | +87.9% | +83.6% |
| 3Y | +13.5% | +8.0% | +5.6% | +1.6% |
| 5Y | -9.2% | -37.8% | +28.6% | +4.4% |
| 10Y | +422.5% | +56.5% | +366.0% | +387.6% |
| All | +422.5% | +51.6% | +370.9% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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