+3,265.8%
CVNA vs QID
-98.8%
+3,364.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.4% |
| 7D | +3.5% | -2.7% | +6.3% | +0.8% |
| 30D | +5.5% | +1.8% | +3.7% | +7.6% |
| 3M | +7.6% | -2.2% | +9.7% | +7.9% |
| 6M | +17.6% | -32.1% | +49.7% | -15.7% |
| YTD | -11.5% | -28.6% | +17.1% | -32.2% |
| 1Y | +0.4% | -36.3% | +36.7% | -28.8% |
| 3Y | +695.6% | -74.4% | +770.0% | +208.9% |
| 5Y | +13.6% | -80.8% | +94.4% | -36.2% |
| All | +3,265.8% | -98.8% | +3,364.5% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling