+2,038.9%
STX vs CCI
+65.8%
+1,973.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +16.8% | -1.4% | +18.2% | +17.2% |
| 30D | -27.0% | +12.7% | -39.8% | -29.2% |
| 3M | -37.9% | +23.0% | -60.9% | -41.1% |
| 6M | -32.5% | +0.6% | -33.1% | -33.4% |
| YTD | +98.6% | +4.9% | +93.7% | +92.0% |
| 1Y | +93.6% | +0.7% | +92.9% | +89.7% |
| 3Y | +699.1% | +10.2% | +688.8% | +631.6% |
| 5Y | +481.0% | -36.4% | +517.4% | +551.8% |
| All | +2,038.9% | +65.8% | +1,973.1% | +1,620.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling