+135.5%
CVE vs QS
-86.5%
+222.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.8% |
| 7D | -16.1% | +5.4% | -21.6% | -16.5% |
| 30D | -10.4% | -5.3% | -5.1% | -10.2% |
| 3M | -2.4% | -22.6% | +20.2% | -1.0% |
| 6M | -4.4% | -46.2% | +41.7% | -1.2% |
| YTD | +64.9% | -58.9% | +123.9% | +73.4% |
| 1Y | +66.0% | -73.1% | +139.1% | +79.9% |
| 3Y | +57.7% | -27.2% | +84.9% | +45.6% |
| All | +135.5% | -86.5% | +222.0% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling