+153.5%
QQQM vs CVE
+806.1%
-652.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | +0.2% | +16.7% | -16.5% | -1.6% |
| 3M | -2.8% | +9.3% | -12.1% | -4.0% |
| 6M | +18.1% | +43.6% | -25.5% | +12.2% |
| YTD | +17.4% | +93.6% | -76.2% | +6.9% |
| 1Y | +25.7% | +98.8% | -73.1% | +13.8% |
| 3Y | +94.1% | +73.6% | +20.5% | +74.9% |
| 5Y | +94.9% | +312.5% | -217.6% | +66.1% |
| All | +153.5% | +806.1% | -652.6% | +111.7% |
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 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