-37.9%
CCL vs QSR
+206.0%
-243.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -0.8% |
| 7D | -4.4% | -2.4% | -2.0% | -2.5% |
| 30D | -18.2% | +5.7% | -23.9% | -22.1% |
| 3M | -17.7% | +6.9% | -24.7% | -22.7% |
| 6M | -13.0% | +6.9% | -19.9% | -18.9% |
| YTD | -24.5% | +14.9% | -39.4% | -34.2% |
| 1Y | -26.9% | +29.1% | -56.0% | -42.7% |
| 3Y | +50.8% | +26.1% | +24.6% | +15.5% |
| 5Y | -0.9% | +42.3% | -43.2% | -31.0% |
| 10Y | -41.7% | +134.0% | -175.6% | -70.0% |
| All | -37.9% | +206.0% | -243.9% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling