+1,570.9%
QQQ vs CCL
-10.5%
+1,581.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.4% | -5.0% | +5.4% | +1.7% |
| 30D | +0.2% | -20.3% | +20.6% | +6.1% |
| 3M | -2.8% | -15.1% | +12.3% | +0.9% |
| 6M | +18.0% | -15.1% | +33.1% | +21.5% |
| YTD | +17.3% | -21.8% | +39.1% | +22.7% |
| 1Y | +25.6% | -24.8% | +50.4% | +31.7% |
| 3Y | +93.7% | +51.9% | +41.9% | +62.7% |
| 5Y | +94.2% | +4.0% | +90.1% | +65.1% |
| 10Y | +557.9% | -42.2% | +600.1% | +426.7% |
| All | +1,570.9% | -10.5% | +1,581.4% | +801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling