-25.9%
STRL vs CCI
+7.6%
-33.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.5% | -27.9% | -19.2% |
| 7D | -27.1% | +5.0% | -32.1% | -25.2% |
| 30D | -45.8% | +36.4% | -82.2% | -40.5% |
| 3M | -47.6% | +20.4% | -68.0% | -44.5% |
| 6M | -46.4% | +4.9% | -51.3% | -42.9% |
| YTD | -7.4% | +7.8% | -15.1% | -1.4% |
| 1Y | -25.9% | +7.3% | -33.2% | -20.1% |
| All | -25.9% | +7.6% | -33.4% | -20.1% |
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 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