+57.7%
CVE vs QID
-70.5%
+128.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -1.1% |
| 7D | -16.1% | +9.4% | -25.5% | -14.4% |
| 30D | -10.4% | +31.2% | -41.6% | -5.0% |
| 3M | -2.4% | +17.4% | -19.8% | +1.1% |
| 6M | -4.4% | +8.4% | -12.8% | -2.5% |
| YTD | +64.9% | -15.8% | +80.7% | +57.7% |
| 1Y | +66.0% | -16.3% | +82.4% | +58.7% |
| 3Y | +57.7% | -70.4% | +128.1% | +16.5% |
| All | +57.7% | -70.5% | +128.2% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling