+3,214.0%
CVNA vs QLD
+960.8%
+2,253.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.5% | -0.4% |
| 7D | +7.7% | -10.3% | +18.0% | +18.5% |
| 30D | +17.2% | -26.1% | +43.3% | +53.0% |
| 3M | +7.7% | -17.8% | +25.4% | +26.2% |
| 6M | -5.5% | -15.6% | +10.0% | +3.3% |
| YTD | -12.8% | +5.4% | -18.2% | -23.8% |
| 1Y | +26.8% | +5.2% | +21.6% | +10.7% |
| 3Y | +1,007.0% | +139.4% | +867.5% | +310.3% |
| 5Y | +23.5% | +66.7% | -43.2% | -28.1% |
| All | +3,214.0% | +960.8% | +2,253.2% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling