+7,256.1%
QLD vs CCI
+379.1%
+6,877.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -11.8% |
| 7D | -18.6% | +2.4% | -20.9% | -20.0% |
| 30D | -28.3% | +33.2% | -61.5% | -43.4% |
| 3M | -20.4% | +25.0% | -45.3% | -34.2% |
| 6M | -14.3% | +4.8% | -19.0% | -21.8% |
| YTD | +2.8% | +6.4% | -3.6% | -9.5% |
| 1Y | -1.2% | +6.5% | -7.7% | -13.3% |
| 3Y | +135.3% | +8.6% | +126.7% | +83.0% |
| 5Y | +62.6% | -35.3% | +97.9% | +97.0% |
| 10Y | +1,384.3% | +58.2% | +1,326.0% | +729.3% |
| All | +7,256.1% | +379.1% | +6,877.0% | +1,502.6% |
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