+159.8%
CVE vs QSR
+122.5%
+37.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +17.5% | +5.9% | +11.6% | +13.5% |
| 3M | +16.2% | +10.5% | +5.7% | +8.9% |
| 6M | +47.8% | +7.7% | +40.0% | +39.3% |
| YTD | +98.5% | +16.8% | +81.7% | +78.1% |
| 1Y | +109.8% | +30.9% | +78.9% | +74.8% |
| 3Y | +75.5% | +28.2% | +47.3% | +42.1% |
| 5Y | +341.6% | +45.0% | +296.6% | +219.5% |
| 10Y | +159.8% | +127.3% | +32.5% | +44.8% |
| All | +159.8% | +122.5% | +37.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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