+7.1%
QLD vs CCI
+5.8%
+1.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.1% |
| 7D | -3.8% | +3.2% | -7.0% | -3.5% |
| 30D | -20.5% | +12.2% | -32.7% | -19.8% |
| 3M | -14.6% | +23.1% | -37.8% | -13.4% |
| 6M | -14.7% | +1.3% | -15.9% | -14.5% |
| YTD | +11.2% | +4.5% | +6.7% | +11.1% |
| 1Y | +7.1% | +2.3% | +4.8% | +8.2% |
| All | +7.1% | +5.8% | +1.2% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling