+146.0%
CCL vs QID
-71.7%
+217.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.5% |
| 7D | +5.8% | +1.8% | +4.0% | +7.8% |
| 30D | +17.3% | +21.6% | -4.4% | +33.2% |
| 3M | +11.3% | +12.6% | -1.3% | +21.5% |
| 6M | +18.5% | +6.9% | +11.6% | +28.1% |
| YTD | +2.8% | -20.5% | +23.3% | -5.3% |
| 1Y | +16.7% | -18.1% | +34.8% | +10.0% |
| 3Y | +146.0% | -70.7% | +216.7% | +51.6% |
| All | +146.0% | -71.7% | +217.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling