+130.1%
CVE vs QSR
+134.8%
-4.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.1% | +3.9% | -13.9% | -12.2% |
| 30D | -12.1% | +9.3% | -21.4% | -16.8% |
| 3M | -1.9% | +5.9% | -7.7% | -6.0% |
| 6M | -1.8% | -1.0% | -0.9% | -3.3% |
| YTD | +65.8% | +16.7% | +49.1% | +47.4% |
| 1Y | +60.8% | +18.6% | +42.3% | +41.2% |
| 3Y | +70.1% | +25.4% | +44.8% | +38.8% |
| 5Y | +134.8% | +59.0% | +75.8% | +57.3% |
| 10Y | +130.1% | +130.4% | -0.3% | +28.8% |
| All | +130.1% | +134.8% | -4.7% | +28.8% |
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