+3,988.2%
STRL vs CCI
+51.6%
+3,936.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.9% | +15.8% | +15.1% |
| 7D | -13.3% | +0.9% | -14.3% | -13.7% |
| 30D | -43.3% | +10.3% | -53.6% | -44.5% |
| 3M | -46.9% | +17.9% | -64.7% | -48.7% |
| 6M | -65.6% | -0.5% | -65.1% | -65.9% |
| YTD | -5.1% | +2.7% | -7.8% | -7.1% |
| 1Y | -23.1% | +3.1% | -26.2% | -24.7% |
| 3Y | +346.8% | +8.0% | +338.9% | +312.2% |
| 5Y | +907.2% | -37.8% | +945.0% | +1,018.2% |
| 10Y | +3,988.2% | +56.5% | +3,931.7% | +3,904.5% |
| All | +3,988.2% | +51.6% | +3,936.6% | +3,904.5% |
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