+123.8%
STX vs CCI
+7.6%
+116.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.5% | -14.6% | -6.3% |
| 7D | -20.2% | +5.0% | -25.2% | -18.9% |
| 30D | -37.2% | +36.4% | -73.6% | -31.6% |
| 3M | -34.1% | +20.4% | -54.5% | -30.8% |
| 6M | -24.5% | +4.9% | -29.4% | -21.8% |
| YTD | +102.9% | +7.8% | +95.2% | +110.3% |
| 1Y | +123.8% | +7.3% | +116.5% | +133.7% |
| All | +123.8% | +7.6% | +116.2% | +133.7% |
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