+1.9%
CVNA vs Q
+68.3%
-66.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.2% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +24.9% | -2.7% | +27.5% | +25.4% |
| 3M | -1.8% | -16.9% | +15.1% | +2.9% |
| 6M | +3.5% | -26.9% | +30.4% | +11.8% |
| YTD | -14.3% | +45.2% | -59.5% | -31.8% |
| 1Y | +13.6% | +38.1% | -24.5% | -8.6% |
| All | +1.9% | +68.3% | -66.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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