+517.9%
QQQ vs CVE
+136.7%
+381.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | -0.3% | -10.1% | +9.8% | +1.2% |
| 30D | -9.6% | -12.1% | +2.5% | -8.1% |
| 3M | -5.9% | -1.9% | -4.1% | -6.0% |
| 6M | -4.3% | -1.8% | -2.4% | -4.7% |
| YTD | +11.0% | +65.8% | -54.8% | +1.9% |
| 1Y | +11.9% | +60.8% | -48.9% | +3.1% |
| 3Y | +86.7% | +70.1% | +16.6% | +68.1% |
| 5Y | +77.1% | +134.8% | -57.7% | +49.2% |
| 10Y | +517.9% | +130.1% | +387.8% | +346.6% |
| All | +517.9% | +136.7% | +381.2% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling