+444.1%
STM vs CCI
+64.4%
+379.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | -0.2% |
| 7D | -7.9% | +3.2% | -11.1% | -9.0% |
| 30D | -14.1% | +12.2% | -26.3% | -17.5% |
| 3M | -17.6% | +23.1% | -40.8% | -23.6% |
| 6M | -24.2% | +1.3% | -25.5% | -25.9% |
| YTD | +73.3% | +4.5% | +68.8% | +66.2% |
| 1Y | +90.1% | +2.3% | +87.8% | +83.6% |
| 3Y | +10.3% | +9.8% | +0.5% | -1.7% |
| 5Y | -5.7% | -36.5% | +30.8% | +7.6% |
| All | +444.1% | +64.4% | +379.7% | +422.3% |
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