+6.9%
CCL vs QLD
+7,183.5%
-7,176.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -12.7% | +7.2% | +1.7% |
| 7D | +2.6% | -18.6% | +21.2% | +14.6% |
| 30D | +11.3% | -28.3% | +39.6% | +33.3% |
| 3M | +0.3% | -20.4% | +20.6% | +12.8% |
| 6M | +16.1% | -14.3% | +30.4% | +23.3% |
| YTD | -1.6% | +2.8% | -4.3% | -5.7% |
| 1Y | +11.8% | -1.2% | +13.0% | +9.0% |
| 3Y | +139.6% | +135.3% | +4.2% | +38.1% |
| 5Y | +21.3% | +62.6% | -41.3% | -16.3% |
| 10Y | -29.8% | +1,384.3% | -1,414.1% | -87.2% |
| All | +6.9% | +7,183.5% | -7,176.7% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling