+9,127.5%
QLD vs CCI
+293.7%
+8,833.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.7% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -0.1% | +2.7% | -2.8% | -2.3% |
| 3M | -8.4% | -18.2% | +9.8% | +3.8% |
| 6M | +32.2% | -14.8% | +47.0% | +42.8% |
| YTD | +28.9% | -12.6% | +41.5% | +34.4% |
| 1Y | +43.8% | -16.7% | +60.6% | +54.7% |
| 3Y | +176.6% | -10.5% | +187.1% | +152.5% |
| 5Y | +121.6% | -51.4% | +173.0% | +242.8% |
| 10Y | +1,652.9% | +20.0% | +1,632.9% | +1,139.8% |
| All | +9,127.5% | +293.7% | +8,833.7% | +2,281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling