-42.6%
CCL vs QID
-99.2%
+56.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.2% |
| 7D | -3.2% | +1.3% | -4.5% | -2.5% |
| 30D | -17.8% | +2.9% | -20.7% | -16.2% |
| 3M | -18.7% | -0.7% | -18.0% | -17.8% |
| 6M | -11.4% | -29.7% | +18.3% | -24.9% |
| YTD | -24.3% | -27.9% | +3.6% | -34.3% |
| 1Y | -28.8% | -34.6% | +5.8% | -41.1% |
| 3Y | +49.3% | -73.5% | +122.9% | -14.1% |
| 5Y | +1.6% | -81.0% | +82.6% | -36.9% |
| All | -42.6% | -99.2% | +56.5% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling