+50,464.0%
STRL vs CCI
+1,091.9%
+49,372.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.9% |
| 7D | -26.9% | -0.1% | -26.8% | -27.1% |
| 30D | -52.7% | +28.4% | -81.1% | -55.1% |
| 3M | -52.8% | +20.0% | -72.8% | -54.8% |
| 6M | -71.5% | +0.8% | -72.2% | -72.0% |
| YTD | -17.4% | +3.6% | -21.0% | -19.8% |
| 1Y | -35.0% | +6.1% | -41.0% | -37.0% |
| 3Y | +239.2% | +7.2% | +232.0% | +221.1% |
| 5Y | +830.2% | -37.0% | +867.2% | +868.6% |
| 10Y | +3,574.7% | +54.2% | +3,520.6% | +3,106.1% |
| All | +50,464.0% | +1,091.9% | +49,372.1% | +24,164.4% |
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