+265.8%
CCI vs QID
-100.0%
+365.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.6% |
| 30D | +2.7% | 0.0% | +2.7% | +2.8% |
| 3M | -18.2% | +3.7% | -21.9% | -17.0% |
| 6M | -14.8% | -29.9% | +15.1% | -24.1% |
| YTD | -12.6% | -28.8% | +16.2% | -21.5% |
| 1Y | -16.7% | -37.2% | +20.4% | -28.1% |
| 3Y | -10.5% | -73.7% | +63.2% | -41.6% |
| 5Y | -51.4% | -80.7% | +29.3% | -68.2% |
| 10Y | +20.0% | -99.1% | +119.2% | -74.2% |
| All | +265.8% | -100.0% | +365.7% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling