+93.3%
CVE vs QSR
+210.7%
-117.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.1% | +3.9% | -13.9% | -12.1% |
| 30D | -12.1% | +9.3% | -21.4% | -16.6% |
| 3M | -1.9% | +5.9% | -7.7% | -5.8% |
| 6M | -1.8% | -1.0% | -0.9% | -3.2% |
| YTD | +65.8% | +16.7% | +49.1% | +48.3% |
| 1Y | +60.8% | +18.6% | +42.3% | +42.2% |
| 3Y | +70.1% | +25.4% | +44.8% | +40.7% |
| 5Y | +134.8% | +59.0% | +75.8% | +62.5% |
| 10Y | +130.1% | +130.4% | -0.3% | +27.6% |
| All | +93.3% | +210.7% | -117.4% | -7.6% |
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