+9,514.4%
QLD vs CVE
+67.4%
+9,447.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.6% | +9.5% | +4.4% |
| 7D | -9.4% | -12.1% | +2.7% | -5.7% |
| 30D | -17.1% | -9.8% | -7.3% | -14.6% |
| 3M | -10.4% | -0.7% | -9.7% | -11.1% |
| 6M | +0.7% | -4.3% | +5.1% | +0.1% |
| YTD | +17.7% | +70.6% | -52.8% | -5.6% |
| 1Y | +14.7% | +73.2% | -58.5% | -8.9% |
| 3Y | +169.6% | +60.3% | +109.3% | +115.5% |
| 5Y | +86.7% | +159.3% | -72.7% | +20.1% |
| 10Y | +1,600.8% | +147.4% | +1,453.3% | +782.0% |
| All | +9,514.4% | +67.4% | +9,447.1% | +5,589.9% |
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