+63.0%
CVE vs Q
+66.4%
-3.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -0.7% |
| 7D | -16.1% | +0.3% | -16.4% | -16.1% |
| 30D | -10.4% | -9.8% | -0.6% | -10.3% |
| 3M | -2.4% | -12.2% | +9.8% | -2.3% |
| 6M | -4.4% | -21.6% | +17.2% | -4.0% |
| YTD | +64.9% | +43.6% | +21.4% | +65.4% |
| 1Y | +66.0% | +25.7% | +40.3% | +69.2% |
| All | +63.0% | +66.4% | -3.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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