+98.3%
STM vs CCI
+2.5%
+95.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.8% |
| 7D | +12.0% | +2.5% | +9.5% | +12.5% |
| 30D | -0.4% | +14.4% | -14.8% | +1.8% |
| 3M | -13.2% | +21.7% | -34.9% | -10.6% |
| 6M | -26.1% | +4.0% | -30.1% | -25.2% |
| YTD | +81.2% | +6.2% | +75.0% | +81.5% |
| 1Y | +98.3% | +5.4% | +92.9% | +99.3% |
| All | +98.3% | +2.5% | +95.8% | +99.3% |
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 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