+497.5%
CVE vs QS
-54.8%
+552.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | -10.0% | +8.0% | -18.0% | -10.4% |
| 30D | -11.9% | -2.8% | -9.0% | -11.9% |
| 3M | -5.9% | -28.1% | +22.2% | -4.6% |
| 6M | -1.6% | -41.0% | +39.4% | +0.3% |
| YTD | +66.3% | -57.3% | +123.6% | +71.9% |
| 1Y | +57.5% | -72.7% | +130.2% | +66.4% |
| 3Y | +65.4% | -18.6% | +84.1% | +57.8% |
| 5Y | +144.2% | -87.0% | +231.2% | +143.0% |
| All | +497.5% | -54.8% | +552.3% | +425.8% |
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