+465.1%
STM vs CCI
+67.9%
+397.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +12.0% | +2.5% | +9.5% | +11.1% |
| 30D | -0.4% | +14.4% | -14.8% | -4.8% |
| 3M | -13.2% | +21.7% | -34.9% | -19.1% |
| 6M | -26.1% | +4.0% | -30.1% | -28.2% |
| YTD | +81.2% | +6.2% | +75.0% | +72.9% |
| 1Y | +98.3% | +5.4% | +92.9% | +89.7% |
| 3Y | +16.7% | +11.7% | +5.0% | +3.4% |
| 5Y | -4.8% | -35.6% | +30.8% | +8.2% |
| All | +465.1% | +67.9% | +397.1% | +438.2% |
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