+10.4%
CCL vs Q
+27.2%
-16.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.4% |
| 7D | -0.3% | +11.5% | -11.8% | -3.8% |
| 30D | +10.3% | -0.2% | +10.5% | +10.0% |
| 3M | +6.6% | -13.6% | +20.2% | +11.0% |
| 6M | +20.0% | -27.0% | +47.1% | +30.6% |
| YTD | -1.9% | +50.5% | -52.4% | -19.2% |
| 1Y | +10.4% | +33.8% | -23.3% | -5.1% |
| All | +10.4% | +27.2% | -16.8% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling