+159.5%
CVE vs QID
-76.9%
+236.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -2.0% | +1.2% |
| 7D | +5.9% | -7.1% | +13.1% | +4.4% |
| 30D | -10.9% | +12.6% | -23.5% | -8.2% |
| 3M | -4.5% | +14.2% | -18.8% | -1.3% |
| 6M | -1.0% | +6.2% | -7.2% | +1.2% |
| YTD | +74.7% | -21.8% | +96.5% | +66.3% |
| 1Y | +65.8% | -23.1% | +89.0% | +57.3% |
| 3Y | +73.2% | -71.3% | +144.5% | +36.0% |
| All | +159.5% | -76.9% | +236.3% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling