+162.3%
CVE vs QID
-99.1%
+261.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | +2.5% | -0.6% | +3.1% | +2.3% |
| 30D | +16.7% | 0.0% | +16.7% | +16.8% |
| 3M | +9.3% | +3.7% | +5.5% | +11.5% |
| 6M | +43.6% | -29.9% | +73.4% | +26.9% |
| YTD | +93.6% | -28.8% | +122.4% | +72.6% |
| 1Y | +98.8% | -37.2% | +135.9% | +69.9% |
| 3Y | +73.6% | -73.7% | +147.3% | +15.0% |
| 5Y | +312.5% | -80.7% | +393.2% | +176.4% |
| All | +162.3% | -99.1% | +261.4% | -31.5% |
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