-28.5%
CCL vs QLD
+1,470.2%
-1,498.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +0.2% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | +17.5% | -19.6% | +37.1% | +32.3% |
| 3M | +6.8% | -14.1% | +21.0% | +15.4% |
| 6M | +18.7% | -13.6% | +32.3% | +25.8% |
| YTD | +3.0% | +12.5% | -9.5% | -6.9% |
| 1Y | +17.7% | +13.1% | +4.6% | +5.4% |
| 3Y | +155.6% | +154.7% | +0.9% | +36.3% |
| 5Y | +30.2% | +81.1% | -50.9% | -20.1% |
| 10Y | -28.5% | +1,418.0% | -1,446.5% | -85.3% |
| All | -28.5% | +1,470.2% | -1,498.7% | -85.3% |
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