+77.3%
CVNA vs QS
-46.4%
+123.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | -7.3% | -3.6% | -3.6% | -6.5% |
| 30D | -4.6% | -17.2% | +12.7% | -0.1% |
| 3M | +2.0% | -27.0% | +28.9% | +9.1% |
| 6M | +11.7% | -24.6% | +36.3% | +17.2% |
| YTD | -18.1% | -49.3% | +31.3% | -5.9% |
| 1Y | -2.4% | -40.3% | +38.0% | +3.6% |
| 3Y | +580.6% | -23.8% | +604.4% | +471.4% |
| 5Y | +4.9% | -75.0% | +79.8% | +6.5% |
| All | +77.3% | -46.4% | +123.7% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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