+96.4%
QQQM vs CCI
-49.3%
+145.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -1.2% | +2.2% | -3.4% | -1.6% |
| 3M | -0.1% | -16.9% | +16.8% | +3.1% |
| 6M | +18.0% | -11.5% | +29.5% | +19.7% |
| YTD | +16.7% | -12.8% | +29.5% | +18.5% |
| 1Y | +23.0% | -17.1% | +40.1% | +26.2% |
| 3Y | +93.3% | -9.6% | +103.0% | +85.4% |
| All | +96.4% | -49.3% | +145.8% | +139.3% |
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