+9.3%
CCL vs Q
-20.9%
+30.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.7% |
| 7D | +3.1% | +0.3% | +2.8% | +3.1% |
| 30D | +13.7% | -9.8% | +23.5% | +15.5% |
| 3M | +3.8% | -12.2% | +16.0% | +5.9% |
| 6M | +9.3% | -21.6% | +30.9% | +11.8% |
| All | +9.3% | -20.9% | +30.1% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling