+3,015.3%
CVNA vs QID
-98.8%
+3,114.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -3.3% |
| 7D | -7.3% | +1.3% | -8.6% | -6.1% |
| 30D | -4.6% | +2.9% | -7.5% | -1.5% |
| 3M | +2.0% | -0.7% | +2.7% | +3.6% |
| 6M | +11.7% | -29.7% | +41.4% | -17.0% |
| YTD | -18.1% | -27.9% | +9.8% | -36.6% |
| 1Y | -2.4% | -34.6% | +32.2% | -28.8% |
| 3Y | +580.6% | -73.5% | +654.1% | +173.0% |
| 5Y | +4.9% | -81.0% | +85.9% | -41.6% |
| All | +3,015.3% | -98.8% | +3,114.1% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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