-1.2%
QLD vs CVE
+68.4%
-69.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.7% | -10.0% | -13.0% |
| 7D | -18.6% | -14.1% | -4.5% | -19.9% |
| 30D | -28.3% | -11.6% | -16.7% | -29.1% |
| 3M | -20.4% | 0.0% | -20.4% | -20.1% |
| 6M | -14.3% | -8.4% | -5.9% | -14.3% |
| YTD | +2.8% | +65.9% | -63.1% | +4.2% |
| 1Y | -1.2% | +69.4% | -70.6% | -0.3% |
| All | -1.2% | +68.4% | -69.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling