-0.9%
CCL vs QID
-80.7%
+79.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -1.8% |
| 7D | -4.4% | -1.9% | -2.5% | -5.6% |
| 30D | -18.2% | +1.7% | -19.9% | -17.1% |
| 3M | -17.7% | -3.9% | -13.8% | -18.1% |
| 6M | -13.0% | -30.0% | +17.0% | -28.7% |
| YTD | -24.5% | -28.2% | +3.7% | -36.4% |
| 1Y | -26.9% | -35.6% | +8.7% | -42.4% |
| 3Y | +50.8% | -74.3% | +125.0% | -25.1% |
| 5Y | -0.9% | -80.8% | +79.9% | -46.5% |
| All | -0.9% | -80.7% | +79.8% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling