+73.2%
CVE vs QS
-71.4%
+144.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.5% | -15.2% | -7.6% |
| 7D | -12.1% | +4.5% | -16.6% | -12.0% |
| 30D | -9.8% | -4.1% | -5.7% | -9.4% |
| 3M | -0.7% | -22.1% | +21.4% | +0.3% |
| 6M | -4.3% | -38.4% | +34.1% | -2.5% |
| YTD | +70.6% | -57.5% | +128.1% | +83.4% |
| 1Y | +73.2% | -71.3% | +144.5% | +91.0% |
| All | +73.2% | -71.4% | +144.6% | +91.0% |
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