+1,972.8%
STX vs CCL
-32.5%
+2,005.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +14.6% | -1.2% | +15.8% | +14.9% |
| 30D | -26.0% | +13.1% | -39.1% | -27.9% |
| 3M | -42.6% | +3.4% | -46.0% | -43.3% |
| 6M | -35.3% | +18.7% | -54.0% | -38.3% |
| YTD | +92.5% | -2.3% | +94.7% | +90.5% |
| 1Y | +102.4% | +14.2% | +88.2% | +93.1% |
| 3Y | +673.8% | +133.6% | +540.3% | +524.3% |
| 5Y | +463.1% | +33.5% | +429.6% | +371.1% |
| All | +1,972.8% | -32.5% | +2,005.3% | +1,848.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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