+70.1%
CVE vs QID
-71.8%
+141.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.4% | -0.9% |
| 7D | -10.1% | -0.8% | -9.3% | -10.0% |
| 30D | -12.1% | +20.1% | -32.2% | -8.4% |
| 3M | -1.9% | +11.8% | -13.7% | +0.8% |
| 6M | -1.8% | +5.5% | -7.4% | 0.0% |
| YTD | +65.8% | -21.5% | +87.3% | +56.3% |
| 1Y | +60.8% | -22.6% | +83.5% | +51.2% |
| 3Y | +70.1% | -72.3% | +142.4% | +20.3% |
| All | +70.1% | -71.8% | +141.9% | +20.3% |
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 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