+93.6%
STX vs CCI
+0.6%
+93.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.0% |
| 7D | +16.8% | -1.4% | +18.2% | +16.5% |
| 30D | -27.0% | +12.7% | -39.8% | -24.3% |
| 3M | -37.9% | +23.0% | -60.9% | -34.3% |
| 6M | -32.5% | +0.6% | -33.1% | -30.5% |
| YTD | +98.6% | +4.9% | +93.7% | +104.6% |
| 1Y | +93.6% | +0.7% | +92.9% | +114.0% |
| All | +93.6% | +0.6% | +93.0% | +114.0% |
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