-24.8%
CCL vs QS
-28.5%
+3.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -5.0% | -2.3% | -2.7% | -4.7% |
| 30D | -20.3% | -0.7% | -19.6% | -20.4% |
| 3M | -15.1% | -39.6% | +24.5% | -10.0% |
| 6M | -15.1% | -21.7% | +6.6% | -13.1% |
| YTD | -21.8% | -47.4% | +25.6% | -18.5% |
| 1Y | -24.8% | -28.4% | +3.6% | -19.2% |
| All | -24.8% | -28.5% | +3.7% | -19.2% |
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