+375.9%
STX vs CCI
-15.4%
+391.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.6% |
| 7D | +10.7% | +0.2% | +10.6% | +10.9% |
| 30D | +11.3% | +0.5% | +10.8% | +11.5% |
| 3M | +3.2% | -16.3% | +19.5% | 0.0% |
| 6M | +157.0% | -13.9% | +170.9% | +149.3% |
| YTD | +229.2% | -12.4% | +241.6% | +219.3% |
| All | +375.9% | -15.4% | +391.3% | +356.9% |
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