-11.1%
CCL vs QID
-100.0%
+88.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -5.4% |
| 30D | -20.3% | 0.0% | -20.3% | -20.2% |
| 3M | -15.1% | +3.7% | -18.9% | -11.5% |
| 6M | -15.1% | -29.9% | +14.7% | -27.5% |
| YTD | -21.8% | -28.8% | +7.0% | -32.1% |
| 1Y | -24.8% | -37.2% | +12.4% | -38.7% |
| 3Y | +51.9% | -73.7% | +125.6% | -10.8% |
| 5Y | +4.0% | -80.7% | +84.8% | -31.9% |
| 10Y | -42.2% | -99.1% | +56.9% | -89.4% |
| All | -11.1% | -100.0% | +88.9% | -96.1% |
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