-41.6%
CCI vs QS
-47.4%
+5.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -4.4% | -5.0% | +0.6% | -4.2% |
| 30D | +0.3% | -18.3% | +18.6% | +0.9% |
| 3M | -20.0% | -26.0% | +6.0% | -19.4% |
| 6M | -14.5% | -24.0% | +9.5% | -14.2% |
| YTD | -14.9% | -50.3% | +35.4% | -13.4% |
| 1Y | -17.7% | -38.0% | +20.3% | -17.3% |
| 3Y | -12.4% | -24.6% | +12.2% | -14.8% |
| 5Y | -50.1% | -75.4% | +25.3% | -51.4% |
| All | -41.6% | -47.4% | +5.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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