-21.6%
CCL vs Q
+78.4%
-100.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -3.9% | -2.7% |
| 7D | -4.4% | +6.6% | -11.0% | -6.2% |
| 30D | -18.2% | -6.6% | -11.6% | -16.7% |
| 3M | -17.7% | -13.2% | -4.5% | -15.5% |
| 6M | -13.0% | +9.9% | -23.0% | -20.0% |
| YTD | -24.5% | +53.9% | -78.4% | -34.8% |
| All | -21.6% | +78.4% | -100.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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