+21.0%
STM vs CCI
-51.4%
+72.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.3% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | -1.0% | +2.7% | -3.7% | -1.6% |
| 3M | -33.3% | -18.2% | -15.1% | -30.4% |
| 6M | +57.4% | -14.8% | +72.1% | +61.5% |
| YTD | +102.2% | -12.6% | +114.8% | +105.0% |
| 1Y | +99.6% | -16.7% | +116.3% | +104.9% |
| 3Y | +14.5% | -10.5% | +25.0% | +8.1% |
| All | +21.0% | -51.4% | +72.4% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling