+54.1%
CCL vs QS
-19.7%
+73.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | -20.0% | -8.1% | -11.9% | -19.1% |
| 3M | -13.7% | -27.0% | +13.4% | -10.4% |
| 6M | -9.0% | -16.4% | +7.4% | -7.6% |
| YTD | -22.8% | -46.4% | +23.5% | -17.7% |
| 1Y | -25.3% | -41.1% | +15.8% | -23.1% |
| 3Y | +54.1% | -18.6% | +72.7% | +35.6% |
| All | +54.1% | -19.7% | +73.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling