+3,091.0%
CVNA vs QLD
+1,063.7%
+2,027.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.5% |
| 7D | -1.7% | +12.5% | -14.2% | -12.4% |
| 30D | +17.3% | -15.7% | +33.0% | +34.7% |
| 3M | -2.3% | -11.9% | +9.6% | +7.1% |
| 6M | -3.9% | -10.3% | +6.4% | -0.6% |
| YTD | -16.1% | +15.6% | -31.7% | -33.0% |
| 1Y | +7.9% | +12.1% | -4.2% | -11.4% |
| 3Y | +1,113.4% | +150.7% | +962.8% | +331.6% |
| 5Y | +20.3% | +86.6% | -66.3% | -37.1% |
| All | +3,091.0% | +1,063.7% | +2,027.3% | +316.9% |
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