+354.5%
STRL vs CCI
+10.7%
+343.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.5% |
| 7D | +23.4% | -1.4% | +24.8% | +23.0% |
| 30D | -39.5% | +12.7% | -52.2% | -37.1% |
| 3M | -45.1% | +23.0% | -68.1% | -41.6% |
| 6M | -64.6% | +0.6% | -65.2% | -63.3% |
| YTD | -1.5% | +4.9% | -6.4% | +2.5% |
| 1Y | -20.8% | +0.7% | -21.5% | -18.2% |
| All | +354.5% | +10.7% | +343.8% | +404.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling