+30.2%
CCL vs QLD
+77.5%
-47.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | -0.4% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | +17.5% | -19.6% | +37.1% | +34.4% |
| 3M | +6.8% | -14.1% | +21.0% | +16.5% |
| 6M | +18.7% | -13.6% | +32.3% | +26.3% |
| YTD | +3.0% | +12.5% | -9.5% | -9.2% |
| 1Y | +17.7% | +13.1% | +4.6% | +2.6% |
| 3Y | +155.6% | +154.7% | +0.9% | +16.5% |
| 5Y | +30.2% | +81.1% | -50.9% | -34.4% |
| All | +30.2% | +77.5% | -47.4% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling