+33.9%
CCL vs QLD
+80.9%
-47.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +1.3% |
| 7D | -1.2% | +7.0% | -8.2% | -5.8% |
| 30D | +13.1% | -14.3% | +27.4% | +23.8% |
| 3M | +3.4% | -16.0% | +19.4% | +14.3% |
| 6M | +18.7% | -14.2% | +32.9% | +26.8% |
| YTD | -2.3% | +12.8% | -15.0% | -14.1% |
| 1Y | +14.2% | +14.1% | +0.1% | -1.1% |
| 3Y | +133.6% | +146.0% | -12.4% | +9.1% |
| All | +33.9% | +80.9% | -47.1% | -32.3% |
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 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