-40.0%
CCI vs QS
-43.2%
+3.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | +0.2% | +2.2% | -2.0% | +0.1% |
| 30D | +0.5% | -8.1% | +8.6% | +0.7% |
| 3M | -16.3% | -27.0% | +10.8% | -15.6% |
| 6M | -13.9% | -16.4% | +2.5% | -13.9% |
| YTD | -12.4% | -46.4% | +33.9% | -11.2% |
| 1Y | -15.2% | -41.1% | +25.9% | -14.7% |
| 3Y | -9.9% | -18.6% | +8.8% | -12.6% |
| 5Y | -50.8% | -73.0% | +22.2% | -52.2% |
| All | -40.0% | -43.2% | +3.3% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling