+73.2%
CVE vs QS
-22.6%
+95.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | +2.5% | -2.3% | +4.8% | +2.6% |
| 30D | +16.7% | -0.7% | +17.5% | +16.7% |
| 3M | +9.3% | -39.6% | +48.9% | +11.9% |
| 6M | +43.6% | -21.7% | +65.3% | +44.3% |
| YTD | +93.6% | -47.4% | +141.0% | +98.9% |
| 1Y | +98.8% | -28.4% | +127.1% | +98.0% |
| All | +73.2% | -22.6% | +95.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling