+1,601.3%
QQQ vs CVE
+61.8%
+1,539.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -5.0% | -16.1% | +11.2% | -2.2% |
| 30D | -13.4% | -10.4% | -3.0% | -12.0% |
| 3M | -8.1% | -2.4% | -5.7% | -8.1% |
| 6M | -5.5% | -4.4% | -1.1% | -5.5% |
| YTD | +7.2% | +64.9% | -57.8% | -3.2% |
| 1Y | +7.8% | +66.0% | -58.3% | -2.9% |
| 3Y | +80.7% | +57.7% | +23.1% | +61.6% |
| 5Y | +69.6% | +144.7% | -75.1% | +36.4% |
| 10Y | +517.8% | +139.2% | +378.5% | +338.0% |
| All | +1,601.3% | +61.8% | +1,539.5% | +1,153.1% |
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