+7,282.2%
STRL vs CCI
+18.0%
+7,264.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +6.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -9.2% | +2.7% | -11.9% | -9.7% |
| 3M | -51.0% | -18.2% | -32.8% | -49.4% |
| 6M | +15.8% | -14.8% | +30.6% | +18.1% |
| YTD | +58.9% | -12.6% | +71.5% | +60.6% |
| 1Y | +68.5% | -16.7% | +85.3% | +72.4% |
| 3Y | +485.2% | -10.5% | +495.7% | +463.0% |
| 5Y | +2,005.1% | -51.4% | +2,056.5% | +2,384.6% |
| All | +7,282.2% | +18.0% | +7,264.3% | +7,783.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling