+59.8%
CCI vs QSR
+206.0%
-146.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +2.1% | +5.7% | -3.6% | +0.6% |
| 3M | -17.8% | +6.9% | -24.8% | -19.4% |
| 6M | -14.2% | +6.9% | -21.0% | -15.9% |
| YTD | -13.3% | +14.9% | -28.3% | -16.8% |
| 1Y | -16.6% | +29.1% | -45.7% | -22.6% |
| 3Y | -10.8% | +26.1% | -36.9% | -17.4% |
| 5Y | -50.3% | +42.3% | -92.6% | -55.8% |
| 10Y | +22.5% | +134.0% | -111.5% | -6.1% |
| All | +59.8% | +206.0% | -146.1% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling