+496.2%
CVE vs QS
-58.3%
+554.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.5% | -2.4% |
| 7D | -14.1% | -2.1% | -11.9% | -14.0% |
| 30D | -11.6% | -11.6% | 0.0% | -11.2% |
| 3M | 0.0% | -25.5% | +25.6% | +1.2% |
| 6M | -8.4% | -43.4% | +35.0% | -6.5% |
| YTD | +65.9% | -60.6% | +126.5% | +72.2% |
| 1Y | +69.4% | -75.9% | +145.3% | +80.1% |
| 3Y | +55.9% | -32.5% | +88.4% | +50.2% |
| 5Y | +146.2% | -86.8% | +232.9% | +145.2% |
| All | +496.2% | -58.3% | +554.5% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling