+9,509.3%
STX vs CCI
+4,239.6%
+5,269.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +10.1% |
| 7D | -14.8% | +0.9% | -15.7% | -15.2% |
| 30D | -35.4% | +10.3% | -45.6% | -38.0% |
| 3M | -37.7% | +17.9% | -55.6% | -42.1% |
| 6M | -35.2% | -0.5% | -34.8% | -37.1% |
| YTD | +84.4% | +2.7% | +81.7% | +75.2% |
| 1Y | +82.3% | +3.1% | +79.1% | +73.0% |
| 3Y | +646.2% | +8.0% | +638.3% | +570.4% |
| 5Y | +487.4% | -37.8% | +525.2% | +548.4% |
| 10Y | +2,071.0% | +56.5% | +2,014.5% | +1,472.9% |
| All | +9,509.3% | +4,239.6% | +5,269.7% | +2,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling