+167.6%
QLD vs CVE
+59.0%
+108.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.6% | +9.5% | +3.9% |
| 7D | -9.4% | -12.1% | +2.7% | -6.4% |
| 30D | -17.1% | -9.8% | -7.3% | -15.1% |
| 3M | -10.4% | -0.7% | -9.7% | -11.3% |
| 6M | +0.7% | -4.3% | +5.1% | +0.2% |
| YTD | +17.7% | +70.6% | -52.8% | -9.2% |
| 1Y | +14.7% | +73.2% | -58.5% | -12.7% |
| All | +167.6% | +59.0% | +108.6% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling