+3,621.5%
STX vs CCI
+17.8%
+3,603.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +9.6% | -0.3% | +9.8% | +9.6% |
| 30D | +10.6% | +2.1% | +8.5% | +10.0% |
| 3M | +4.8% | -17.8% | +22.6% | +9.2% |
| 6M | +137.3% | -14.2% | +151.4% | +143.0% |
| YTD | +222.5% | -13.3% | +235.8% | +227.5% |
| 1Y | +366.2% | -16.6% | +382.8% | +377.9% |
| 3Y | +1,352.9% | -10.8% | +1,363.7% | +1,305.8% |
| 5Y | +1,077.4% | -50.3% | +1,127.8% | +1,312.0% |
| 10Y | +3,621.5% | +22.5% | +3,599.0% | +3,360.5% |
| All | +3,621.5% | +17.8% | +3,603.7% | +3,360.5% |
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 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