+97.4%
STM vs CCI
-14.4%
+111.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | -7.4% | +0.5% | -7.9% | -7.2% |
| 3M | -30.6% | -16.3% | -14.4% | -31.8% |
| 6M | +66.4% | -13.9% | +80.3% | +62.5% |
| YTD | +101.1% | -12.4% | +113.6% | +94.3% |
| 1Y | +97.4% | -15.2% | +112.6% | +92.4% |
| All | +97.4% | -14.4% | +111.8% | +92.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling