+97,198.0%
STRL vs CCI
+905.5%
+96,292.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +6.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -9.2% | +2.7% | -11.9% | -9.8% |
| 3M | -51.0% | -18.2% | -32.8% | -49.6% |
| 6M | +15.8% | -14.8% | +30.6% | +17.7% |
| YTD | +58.9% | -12.6% | +71.5% | +60.5% |
| 1Y | +68.5% | -16.7% | +85.3% | +71.8% |
| 3Y | +485.2% | -10.5% | +495.7% | +476.6% |
| 5Y | +2,005.1% | -51.4% | +2,056.5% | +2,218.5% |
| 10Y | +7,118.0% | +20.0% | +7,097.9% | +6,541.8% |
| All | +97,198.0% | +905.5% | +96,292.5% | +48,441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling