+1,418.0%
QLD vs CCI
+51.6%
+1,366.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.3% |
| 7D | -1.4% | +0.9% | -2.4% | -2.0% |
| 30D | -19.6% | +10.3% | -29.9% | -24.4% |
| 3M | -14.1% | +17.9% | -32.0% | -23.0% |
| 6M | -13.6% | -0.5% | -13.2% | -16.4% |
| YTD | +12.5% | +2.7% | +9.8% | +4.9% |
| 1Y | +13.1% | +3.1% | +10.0% | +5.0% |
| 3Y | +154.7% | +8.0% | +146.8% | +105.0% |
| 5Y | +81.1% | -37.8% | +118.9% | +136.1% |
| 10Y | +1,418.0% | +56.5% | +1,361.5% | +1,134.0% |
| All | +1,418.0% | +51.6% | +1,366.4% | +1,134.0% |
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