+55.5%
CCL vs QS
-47.4%
+102.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.3% | -5.0% | +0.7% | -3.5% |
| 30D | -19.0% | -18.3% | -0.7% | -16.3% |
| 3M | -13.1% | -26.0% | +12.9% | -9.4% |
| 6M | -13.3% | -24.0% | +10.8% | -10.4% |
| YTD | -25.2% | -50.3% | +25.0% | -17.9% |
| 1Y | -27.2% | -38.0% | +10.8% | -25.0% |
| 3Y | +49.2% | -24.6% | +73.8% | +32.5% |
| 5Y | +0.4% | -75.4% | +75.8% | -1.9% |
| All | +55.5% | -47.4% | +102.9% | +26.6% |
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