+19.6%
CCI vs QID
-99.1%
+118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.1% | -1.3% |
| 7D | -4.4% | +2.7% | -7.1% | -3.9% |
| 30D | +0.3% | +3.3% | -3.0% | +1.0% |
| 3M | -20.0% | -5.5% | -14.4% | -20.8% |
| 6M | -14.5% | -28.4% | +13.9% | -20.0% |
| YTD | -14.9% | -26.6% | +11.7% | -19.7% |
| 1Y | -17.7% | -34.1% | +16.5% | -24.0% |
| 3Y | -12.4% | -73.7% | +61.3% | -33.4% |
| 5Y | -50.1% | -80.7% | +30.5% | -61.9% |
| All | +19.6% | -99.1% | +118.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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