-50.3%
CCI vs QS
-74.8%
+24.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.6% | +5.6% | -0.7% |
| 7D | -0.3% | -4.2% | +4.0% | 0.0% |
| 30D | +2.1% | -15.7% | +17.8% | +3.0% |
| 3M | -17.8% | -28.7% | +10.9% | -16.7% |
| 6M | -14.2% | -23.2% | +9.1% | -13.7% |
| YTD | -13.3% | -49.9% | +36.6% | -10.8% |
| 1Y | -16.6% | -38.8% | +22.2% | -16.2% |
| 3Y | -10.8% | -24.0% | +13.2% | -16.6% |
| 5Y | -50.3% | -75.6% | +25.3% | -52.7% |
| All | -50.3% | -74.8% | +24.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling