+7,443.4%
QLD vs CCI
+366.7%
+7,076.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +4.5% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | -26.1% | +28.4% | -54.4% | -40.1% |
| 3M | -17.8% | +20.0% | -37.7% | -30.0% |
| 6M | -15.6% | +0.8% | -16.3% | -20.8% |
| YTD | +5.4% | +3.6% | +1.8% | -5.5% |
| 1Y | +5.2% | +6.1% | -0.9% | -7.6% |
| 3Y | +139.4% | +7.2% | +132.2% | +87.6% |
| 5Y | +66.7% | -37.0% | +103.7% | +105.8% |
| 10Y | +1,422.1% | +54.2% | +1,367.9% | +766.2% |
| All | +7,443.4% | +366.7% | +7,076.7% | +1,573.9% |
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 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