+95.0%
QQQM vs CVE
+327.8%
-232.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | -0.7% | +17.5% | -18.1% | -3.1% |
| 3M | +0.4% | +16.2% | -15.8% | -2.1% |
| 6M | +20.1% | +47.8% | -27.7% | +11.9% |
| YTD | +17.2% | +98.5% | -81.3% | +3.6% |
| 1Y | +24.7% | +109.8% | -85.0% | +8.9% |
| 3Y | +96.6% | +75.5% | +21.1% | +71.6% |
| 5Y | +95.0% | +341.6% | -246.5% | +48.1% |
| All | +95.0% | +327.8% | -232.8% | +48.1% |
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 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