-29.4%
CCL vs QLD
+1,536.4%
-1,565.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -2.9% |
| 7D | -1.5% | -1.2% | -0.4% | -1.4% |
| 30D | +16.5% | -15.7% | +32.2% | +27.4% |
| 3M | +11.2% | -10.0% | +21.2% | +16.7% |
| 6M | +22.6% | -11.2% | +33.8% | +27.7% |
| YTD | +2.6% | +16.4% | -13.8% | -9.2% |
| 1Y | +17.0% | +12.7% | +4.3% | +5.0% |
| 3Y | +145.5% | +152.3% | -6.7% | +31.5% |
| 5Y | +36.1% | +91.8% | -55.7% | -19.2% |
| 10Y | -29.4% | +1,520.2% | -1,549.7% | -86.7% |
| All | -29.4% | +1,536.4% | -1,565.8% | -86.7% |
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