+134.5%
CVE vs QID
-99.0%
+233.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -1.5% |
| 7D | -16.1% | +9.4% | -25.5% | -13.2% |
| 30D | -10.4% | +31.2% | -41.6% | -1.1% |
| 3M | -2.4% | +17.4% | -19.8% | +3.6% |
| 6M | -4.4% | +8.4% | -12.8% | -0.8% |
| YTD | +64.9% | -15.8% | +80.7% | +56.5% |
| 1Y | +66.0% | -16.3% | +82.4% | +57.4% |
| 3Y | +57.7% | -70.4% | +128.1% | +8.7% |
| 5Y | +144.7% | -74.8% | +219.5% | +82.6% |
| All | +134.5% | -99.0% | +233.4% | -28.1% |
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