+1,007.0%
CVNA vs QLD
+140.3%
+866.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.5% | +0.1% |
| 7D | +7.7% | -10.3% | +18.0% | +16.5% |
| 30D | +17.2% | -26.1% | +43.3% | +46.3% |
| 3M | +7.7% | -17.8% | +25.4% | +23.0% |
| 6M | -5.5% | -15.6% | +10.0% | +1.9% |
| YTD | -12.8% | +5.4% | -18.2% | -23.2% |
| 1Y | +26.8% | +5.2% | +21.6% | +11.7% |
| 3Y | +1,007.0% | +139.4% | +867.5% | +297.5% |
| All | +1,007.0% | +140.3% | +866.6% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling