+62.7%
CCL vs QS
-44.4%
+107.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 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% | -8.7% |
| 6M | -15.1% | -21.7% | +6.6% | -12.7% |
| YTD | -21.8% | -47.4% | +25.6% | -14.8% |
| 1Y | -24.8% | -28.4% | +3.6% | -24.7% |
| 3Y | +51.9% | -22.6% | +74.5% | +34.3% |
| 5Y | +4.0% | -75.6% | +79.6% | +1.3% |
| All | +62.7% | -44.4% | +107.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling