-9.6%
CCI vs QSR
+25.8%
-35.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -0.3% | -4.0% | +3.7% | +0.8% |
| 30D | +2.2% | +2.8% | -0.5% | +1.5% |
| 3M | -16.9% | +5.1% | -22.0% | -18.1% |
| 6M | -11.5% | +8.8% | -20.3% | -13.7% |
| YTD | -12.8% | +14.8% | -27.7% | -16.5% |
| 1Y | -17.1% | +25.7% | -42.8% | -23.0% |
| 3Y | -9.6% | +27.5% | -37.2% | -17.7% |
| All | -9.6% | +25.8% | -35.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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