+527.9%
CVE vs QS
-62.6%
+590.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +0.9% |
| 7D | +5.9% | -14.0% | +20.0% | +6.6% |
| 30D | -10.9% | -6.4% | -4.5% | -10.8% |
| 3M | -4.5% | -40.3% | +35.7% | -2.4% |
| 6M | -1.0% | -57.5% | +56.5% | +2.6% |
| YTD | +74.7% | -64.7% | +139.4% | +82.2% |
| 1Y | +65.8% | -72.9% | +138.7% | +75.1% |
| 3Y | +73.2% | -33.5% | +106.6% | +66.8% |
| 5Y | +155.6% | -90.5% | +246.1% | +157.5% |
| All | +527.9% | -62.6% | +590.6% | +457.3% |
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