+495.8%
CVE vs QS
-53.6%
+549.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.2% |
| 7D | -10.1% | +13.7% | -23.8% | -10.7% |
| 30D | -12.1% | -0.2% | -11.9% | -12.2% |
| 3M | -1.9% | -24.8% | +23.0% | -0.7% |
| 6M | -1.8% | -39.4% | +37.5% | -0.1% |
| YTD | +65.8% | -56.1% | +121.9% | +71.2% |
| 1Y | +60.8% | -72.5% | +133.3% | +69.9% |
| 3Y | +70.1% | -16.3% | +86.4% | +62.1% |
| 5Y | +134.8% | -87.6% | +222.3% | +133.8% |
| All | +495.8% | -53.6% | +549.4% | +423.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling