+77.5%
QQQ vs CCL
+32.6%
+44.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | -6.7% | +13.1% | -19.9% | -9.5% |
| 3M | -7.0% | +3.4% | -10.4% | -8.2% |
| 6M | -4.7% | +18.7% | -23.4% | -9.3% |
| YTD | +11.1% | -2.3% | +13.3% | +9.4% |
| 1Y | +12.3% | +14.2% | -1.9% | +6.0% |
| 3Y | +83.3% | +133.6% | -50.3% | +40.2% |
| All | +77.5% | +32.6% | +44.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling