+1,450.1%
QLD vs CCI
+59.7%
+1,390.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.2% |
| 7D | -3.8% | +3.2% | -7.0% | -5.6% |
| 30D | -20.5% | +12.2% | -32.7% | -26.0% |
| 3M | -14.6% | +23.1% | -37.8% | -25.4% |
| 6M | -14.7% | +1.3% | -15.9% | -18.2% |
| YTD | +11.2% | +4.5% | +6.7% | +2.7% |
| 1Y | +7.1% | +2.3% | +4.8% | +0.1% |
| 3Y | +141.1% | +9.8% | +131.3% | +92.3% |
| 5Y | +84.3% | -36.5% | +120.8% | +137.4% |
| 10Y | +1,450.1% | +64.7% | +1,385.4% | +1,137.9% |
| All | +1,450.1% | +59.7% | +1,390.3% | +1,137.9% |
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