+125.7%
CVE vs QSR
+218.5%
-92.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | +2.4% | +0.1% | +1.2% |
| 30D | +16.7% | +7.6% | +9.1% | +12.0% |
| 3M | +9.3% | +12.6% | -3.4% | +1.7% |
| 6M | +43.6% | +14.4% | +29.2% | +31.5% |
| YTD | +93.6% | +19.6% | +74.0% | +72.4% |
| 1Y | +98.8% | +33.9% | +64.9% | +65.1% |
| 3Y | +73.6% | +27.1% | +46.5% | +43.3% |
| 5Y | +312.5% | +48.5% | +263.9% | +201.3% |
| 10Y | +161.0% | +126.2% | +34.8% | +46.5% |
| All | +125.7% | +218.5% | -92.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling