-10.2%
CCI vs QS
-25.4%
+15.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.9% |
| 7D | -0.3% | -4.2% | +4.0% | -0.2% |
| 30D | +2.1% | -15.7% | +17.8% | +2.6% |
| 3M | -17.8% | -28.7% | +10.9% | -17.2% |
| 6M | -14.2% | -23.2% | +9.1% | -14.0% |
| YTD | -13.3% | -49.9% | +36.6% | -12.0% |
| 1Y | -16.6% | -38.8% | +22.2% | -16.4% |
| All | -10.2% | -25.4% | +15.3% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling