+2,022.6%
STRL vs CCI
-51.4%
+2,074.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +5.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -9.2% | +2.7% | -11.9% | -9.3% |
| 3M | -51.0% | -18.2% | -32.8% | -50.5% |
| 6M | +15.8% | -14.8% | +30.6% | +16.7% |
| YTD | +58.9% | -12.6% | +71.5% | +59.3% |
| 1Y | +68.5% | -16.7% | +85.3% | +69.9% |
| 3Y | +485.2% | -10.5% | +495.7% | +462.3% |
| All | +2,022.6% | -51.4% | +2,074.0% | +2,248.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling