-24.4%
STRL vs CCI
+4.0%
-28.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.9% | +15.8% | +14.7% |
| 7D | -13.3% | +0.9% | -14.3% | -12.4% |
| 30D | -43.3% | +10.3% | -53.6% | -41.1% |
| 3M | -46.9% | +17.9% | -64.7% | -44.1% |
| 6M | -65.6% | -0.5% | -65.1% | -63.9% |
| YTD | -5.1% | +2.7% | -7.8% | -0.4% |
| All | -24.4% | +4.0% | -28.4% | -17.1% |
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