+98.8%
CVE vs QS
-28.5%
+127.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +2.5% | -2.3% | +4.8% | +2.5% |
| 30D | +16.7% | -0.7% | +17.5% | +16.7% |
| 3M | +9.3% | -39.6% | +48.9% | +10.9% |
| 6M | +43.6% | -21.7% | +65.3% | +44.2% |
| YTD | +93.6% | -47.4% | +141.0% | +97.0% |
| 1Y | +98.8% | -28.4% | +127.1% | +115.6% |
| All | +98.8% | -28.5% | +127.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling