-31.2%
CCL vs QLD
+1,375.1%
-1,406.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -1.5% |
| 7D | +2.6% | -10.3% | +12.9% | +8.8% |
| 30D | +13.1% | -26.1% | +39.2% | +33.8% |
| 3M | +3.3% | -17.8% | +21.0% | +14.4% |
| 6M | +8.7% | -15.6% | +24.3% | +16.5% |
| YTD | -1.6% | +5.4% | -7.0% | -7.5% |
| 1Y | +14.0% | +5.2% | +8.7% | +6.6% |
| 3Y | +145.1% | +139.4% | +5.7% | +35.7% |
| 5Y | +21.2% | +66.7% | -45.5% | -22.0% |
| All | -31.2% | +1,375.1% | -1,406.3% | -85.4% |
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