+148.6%
CVE vs QID
-99.0%
+247.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +1.6% |
| 7D | +5.9% | -7.1% | +13.1% | +3.4% |
| 30D | -10.9% | +12.6% | -23.5% | -6.6% |
| 3M | -4.5% | +14.2% | -18.8% | +0.6% |
| 6M | -1.0% | +6.2% | -7.2% | +2.3% |
| YTD | +74.7% | -21.8% | +96.5% | +61.9% |
| 1Y | +65.8% | -23.1% | +89.0% | +52.7% |
| 3Y | +73.2% | -71.3% | +144.5% | +18.5% |
| 5Y | +155.6% | -77.0% | +232.6% | +84.5% |
| All | +148.6% | -99.0% | +247.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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