+67.2%
QLD vs CCI
-37.1%
+104.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.4% |
| 7D | -10.3% | -0.1% | -10.2% | -10.2% |
| 30D | -26.1% | +28.4% | -54.4% | -32.3% |
| 3M | -17.8% | +20.0% | -37.7% | -22.9% |
| 6M | -15.6% | +0.8% | -16.3% | -16.8% |
| YTD | +5.4% | +3.6% | +1.8% | +1.7% |
| 1Y | +5.2% | +6.1% | -0.9% | +0.3% |
| 3Y | +139.4% | +7.2% | +132.2% | +103.2% |
| All | +67.2% | -37.1% | +104.3% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling