+75.2%
STRL vs CCI
-14.4%
+89.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.3% |
| 7D | +10.1% | +0.2% | +9.9% | +10.2% |
| 30D | -8.2% | +0.5% | -8.7% | -8.0% |
| 3M | -43.7% | -16.3% | -27.4% | -43.7% |
| 6M | +27.1% | -13.9% | +41.1% | +28.4% |
| YTD | +64.0% | -12.4% | +76.4% | +63.3% |
| 1Y | +75.2% | -15.2% | +90.3% | +85.3% |
| All | +75.2% | -14.4% | +89.6% | +85.3% |
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