+103.3%
CCL vs QS
-62.6%
+166.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +0.5% |
| 7D | -1.2% | -14.0% | +12.8% | +1.3% |
| 30D | +13.1% | -6.4% | +19.5% | +14.2% |
| 3M | +3.4% | -40.3% | +43.6% | +12.1% |
| 6M | +18.7% | -57.5% | +76.2% | +34.8% |
| YTD | -2.3% | -64.7% | +62.4% | +13.3% |
| 1Y | +14.2% | -72.9% | +87.1% | +37.7% |
| 3Y | +133.6% | -33.5% | +167.0% | +110.7% |
| 5Y | +33.5% | -90.5% | +124.0% | +44.7% |
| All | +103.3% | -62.6% | +166.0% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling