+1,502.1%
QLD vs CCI
+67.9%
+1,434.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -3.2% |
| 7D | +7.0% | +2.5% | +4.5% | +5.4% |
| 30D | -14.3% | +14.4% | -28.7% | -21.1% |
| 3M | -16.0% | +21.7% | -37.7% | -26.0% |
| 6M | -14.2% | +4.0% | -18.3% | -19.0% |
| YTD | +12.8% | +6.2% | +6.5% | +3.1% |
| 1Y | +14.1% | +5.4% | +8.7% | +4.7% |
| 3Y | +146.0% | +11.7% | +134.2% | +94.1% |
| 5Y | +82.0% | -35.6% | +117.6% | +132.8% |
| All | +1,502.1% | +67.9% | +1,434.2% | +1,161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling