-42.6%
CCL vs QSR
+135.2%
-177.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | -3.2% | -4.0% | +0.8% | +0.4% |
| 30D | -17.8% | +2.8% | -20.5% | -20.1% |
| 3M | -18.7% | +5.1% | -23.8% | -23.0% |
| 6M | -11.4% | +8.8% | -20.2% | -19.6% |
| YTD | -24.3% | +14.8% | -39.1% | -35.3% |
| 1Y | -28.8% | +25.7% | -54.5% | -44.7% |
| 3Y | +49.3% | +27.5% | +21.8% | +8.0% |
| 5Y | +1.6% | +41.3% | -39.6% | -33.5% |
| All | -42.6% | +135.2% | -177.8% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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