+687.1%
STM vs CCI
+905.5%
-218.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.4% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | -1.0% | +2.7% | -3.7% | -1.8% |
| 3M | -33.3% | -18.2% | -15.1% | -29.9% |
| 6M | +57.4% | -14.8% | +72.1% | +62.5% |
| YTD | +102.2% | -12.6% | +114.8% | +106.4% |
| 1Y | +99.6% | -16.7% | +116.3% | +106.1% |
| 3Y | +14.5% | -10.5% | +25.0% | +13.2% |
| 5Y | +21.4% | -51.4% | +72.8% | +42.9% |
| 10Y | +695.0% | +20.0% | +674.9% | +613.6% |
| All | +687.1% | +905.5% | -218.3% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling