-41.6%
CCL vs QLD
+1,646.9%
-1,688.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.4% |
| 30D | -20.3% | -0.1% | -20.2% | -20.3% |
| 3M | -15.1% | -8.4% | -6.8% | -12.1% |
| 6M | -15.1% | +32.2% | -47.3% | -29.2% |
| YTD | -21.8% | +28.9% | -50.7% | -33.9% |
| 1Y | -24.8% | +43.8% | -68.6% | -41.1% |
| 3Y | +51.9% | +176.6% | -124.7% | -21.9% |
| 5Y | +4.0% | +121.6% | -117.5% | -42.4% |
| All | -41.6% | +1,646.9% | -1,688.5% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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