+104.1%
CCL vs QS
-60.6%
+164.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.5% | -3.1% |
| 7D | -0.3% | -5.6% | +5.3% | +0.6% |
| 30D | +10.3% | -5.8% | +16.1% | +11.3% |
| 3M | +6.6% | -39.2% | +45.8% | +15.2% |
| 6M | +20.0% | -53.9% | +73.9% | +34.5% |
| YTD | -1.9% | -62.8% | +60.9% | +12.8% |
| 1Y | +10.4% | -73.5% | +83.9% | +33.7% |
| 3Y | +134.8% | -29.1% | +163.9% | +109.6% |
| 5Y | +34.0% | -90.0% | +124.0% | +44.0% |
| All | +104.1% | -60.6% | +164.7% | +73.8% |
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