+21.9%
CCL vs QS
-71.4%
+93.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.3% | +5.4% |
| 7D | +11.6% | +4.5% | +7.1% | +10.4% |
| 30D | +22.5% | -4.1% | +26.6% | +23.4% |
| 3M | +6.4% | -22.1% | +28.5% | +12.0% |
| 6M | +23.4% | -38.4% | +61.8% | +35.0% |
| YTD | +4.2% | -57.5% | +61.7% | +18.5% |
| 1Y | +21.9% | -71.3% | +93.2% | +45.7% |
| All | +21.9% | -71.4% | +93.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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