+10,425.2%
QLD vs CVE
+89.9%
+10,335.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.6% | +2.5% | -1.9% | -0.3% |
| 30D | -0.1% | +16.7% | -16.9% | -5.5% |
| 3M | -8.4% | +9.3% | -17.6% | -11.9% |
| 6M | +32.2% | +43.6% | -11.4% | +14.3% |
| YTD | +28.9% | +93.6% | -64.7% | -0.2% |
| 1Y | +43.8% | +98.8% | -54.9% | +9.7% |
| 3Y | +176.6% | +73.6% | +103.0% | +116.1% |
| 5Y | +121.6% | +312.5% | -190.9% | +21.7% |
| 10Y | +1,652.9% | +161.0% | +1,491.9% | +805.1% |
| All | +10,425.2% | +89.9% | +10,335.3% | +5,913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling