+588.0%
STX vs CCI
+6.3%
+581.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.5% |
| 7D | -28.5% | -0.1% | -28.4% | -28.4% |
| 30D | -42.9% | +28.4% | -71.3% | -40.9% |
| 3M | -45.9% | +20.0% | -65.9% | -44.5% |
| 6M | -41.3% | +0.8% | -42.1% | -40.3% |
| YTD | +67.9% | +3.6% | +64.3% | +70.5% |
| 1Y | +66.5% | +6.1% | +60.4% | +69.3% |
| 3Y | +588.0% | +7.2% | +580.8% | +565.4% |
| All | +588.0% | +6.3% | +581.7% | +565.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling