+62.8%
CVE vs QID
-99.9%
+162.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.7% | -15.5% | +2.3% |
| 7D | -14.1% | +20.2% | -34.3% | -7.3% |
| 30D | -11.6% | +35.3% | -46.9% | 0.0% |
| 3M | 0.0% | +21.3% | -21.3% | +8.5% |
| 6M | -8.4% | +6.7% | -15.1% | -5.2% |
| YTD | +65.9% | -13.6% | +79.5% | +58.0% |
| 1Y | +69.4% | -11.0% | +80.4% | +63.7% |
| 3Y | +55.9% | -69.8% | +125.8% | +3.7% |
| 5Y | +146.2% | -74.1% | +220.3% | +76.4% |
| 10Y | +140.6% | -99.0% | +239.6% | -50.9% |
| All | +62.8% | -99.9% | +162.7% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling