+552.9%
QQQ vs CCL
-42.0%
+594.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.3% | -4.3% | +3.1% | -0.5% |
| 30D | -1.4% | -19.0% | +17.6% | +2.4% |
| 3M | +2.3% | -13.1% | +15.4% | +4.6% |
| 6M | +16.9% | -13.3% | +30.2% | +19.0% |
| YTD | +15.6% | -25.2% | +40.9% | +20.4% |
| 1Y | +22.6% | -27.2% | +49.8% | +27.6% |
| 3Y | +93.5% | +49.2% | +44.3% | +73.6% |
| 5Y | +93.9% | +0.4% | +93.6% | +74.5% |
| All | +552.9% | -42.0% | +594.8% | +573.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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