+77.5%
QQQ vs CVE
+158.6%
-81.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +3.6% | +5.9% | -2.3% | +2.8% |
| 30D | -6.7% | -10.9% | +4.1% | -5.3% |
| 3M | -7.0% | -4.5% | -2.5% | -6.7% |
| 6M | -4.7% | -1.0% | -3.7% | -5.2% |
| YTD | +11.1% | +74.7% | -63.7% | -0.7% |
| 1Y | +12.3% | +65.8% | -53.5% | +1.3% |
| 3Y | +83.3% | +73.2% | +10.1% | +59.4% |
| All | +77.5% | +158.6% | -81.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling