+529.7%
STM vs CCI
+1,091.9%
-562.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.6% | +7.0% | +5.2% |
| 7D | -10.7% | -0.1% | -10.6% | -10.9% |
| 30D | -25.7% | +28.4% | -54.1% | -31.5% |
| 3M | -21.6% | +20.0% | -41.5% | -26.3% |
| 6M | -27.8% | +0.8% | -28.6% | -29.5% |
| YTD | +61.8% | +3.6% | +58.2% | +55.9% |
| 1Y | +78.1% | +6.1% | +72.0% | +70.3% |
| 3Y | +4.9% | +7.2% | -2.3% | -2.4% |
| 5Y | -14.3% | -37.0% | +22.7% | -7.2% |
| 10Y | +414.1% | +54.2% | +359.9% | +326.5% |
| All | +529.7% | +1,091.9% | -562.2% | +156.2% |
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