+16.6%
CCL vs QID
-100.0%
+116.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -2.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | +16.5% | +14.4% | +2.1% | +27.3% |
| 3M | +11.2% | +6.7% | +4.5% | +17.4% |
| 6M | +22.6% | +2.6% | +20.0% | +29.5% |
| YTD | +2.6% | -24.2% | +26.8% | -6.3% |
| 1Y | +17.0% | -22.3% | +39.3% | +8.7% |
| 3Y | +145.5% | -72.0% | +217.6% | +50.0% |
| 5Y | +36.1% | -78.2% | +114.3% | -3.3% |
| 10Y | -29.4% | -99.1% | +69.6% | -86.5% |
| All | +16.6% | -100.0% | +116.6% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling