+6.7%
CCL vs Q
+75.8%
-69.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +5.8% | +4.0% | +1.8% | +4.5% |
| 30D | +17.3% | -2.3% | +19.6% | +17.6% |
| 3M | +11.3% | -7.9% | +19.3% | +13.3% |
| 6M | +18.5% | -16.0% | +34.4% | +20.9% |
| YTD | +2.8% | +51.7% | -48.9% | -11.3% |
| 1Y | +16.7% | +28.3% | -11.6% | +1.3% |
| All | +6.7% | +75.8% | -69.1% | -7.7% |
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